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 | 2,09% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 283 998 CHF | 96 666 CHF | 88,20% | 88,20% |
19/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 484 CHF | 90 161 CHF | 88,28% | 88,28% |
18/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 273 744 CHF | 93 248 CHF | 89,49% | 89,49% |
15/11/2024 | 1,95% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 738 CHF | 103 580 CHF | 93,71% | 93,71% |
14/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 308 362 CHF | 104 787 CHF | 91,88% | 91,88% |
13/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 306 423 CHF | 104 141 CHF | 96,15% | 96,15% |
12/11/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 322 109 CHF | 109 370 CHF | 94,50% | 94,50% |
11/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 453 663 | 151 221 | 278 939 CHF | 94 492 CHF | 92,94% | 92,94% |
08/11/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 595 765 | 198 588 | 326 501 CHF | 110 820 CHF | 95,79% | 95,79% |
07/11/2024 | 1,75% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 589 947 | 196 649 | 335 572 CHF | 113 824 CHF | 95,16% | 95,16% |