Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 193 982 CHF | 67 161 CHF | 88,21% | 88,21% |
19/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 178 358 CHF | 61 953 CHF | 88,27% | 88,27% |
18/11/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 184 604 CHF | 64 035 CHF | 89,46% | 89,46% |
15/11/2024 | 3,47% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 212 262 CHF | 73 254 CHF | 93,42% | 93,42% |
14/11/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 216 304 CHF | 74 602 CHF | 90,26% | 90,26% |
13/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 215 619 CHF | 74 373 CHF | 96,17% | 96,17% |
12/11/2024 | 3,21% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 740 570 | 246 857 | 227 119 CHF | 78 175 CHF | 94,55% | 94,55% |
11/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 219 517 CHF | 75 172 CHF | 92,99% | 92,99% |
08/11/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 699 574 | 233 191 | 219 126 CHF | 75 374 CHF | 95,74% | 95,74% |
07/11/2024 | 3,01% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 668 990 | 222 997 | 218 788 CHF | 75 159 CHF | 95,13% | 95,13% |