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 | 4,05% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 145 264 CHF | 50 421 CHF | 98,73% | 98,73% |
19/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 143 687 CHF | 49 896 CHF | 98,91% | 98,91% |
18/11/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 133 035 CHF | 46 345 CHF | 99,38% | 99,38% |
15/11/2024 | 5,10% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 115 192 CHF | 40 397 CHF | 99,39% | 99,39% |
14/11/2024 | 5,27% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 110 879 CHF | 38 960 CHF | 97,03% | 97,03% |
13/11/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 102 370 CHF | 36 123 CHF | 99,02% | 99,02% |
12/11/2024 | 5,61% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 103 977 CHF | 36 659 CHF | 98,81% | 98,81% |
11/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 113 266 CHF | 39 755 CHF | 98,54% | 98,54% |
08/11/2024 | 6,82% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 729 977 | 243 326 | 103 432 CHF | 36 911 CHF | 93,12% | 93,12% |
07/11/2024 | 7,96% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 90 634 CHF | 32 711 CHF | 98,58% | 98,58% |