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 | 2,39% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 611 264 | 203 755 | 252 864 CHF | 86 326 CHF | 99,25% | 99,25% |
19/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 702 461 | 234 154 | 279 123 CHF | 95 383 CHF | 98,94% | 98,94% |
18/11/2024 | 2,52% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 733 764 | 244 588 | 287 566 CHF | 98 301 CHF | 98,87% | 98,87% |
15/11/2024 | 2,36% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 619 550 | 206 517 | 259 488 CHF | 88 561 CHF | 99,29% | 99,29% |
14/11/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 936 CHF | 97 979 CHF | 97,39% | 97,39% |
13/11/2024 | 1,90% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 313 199 CHF | 106 400 CHF | 99,27% | 99,27% |
12/11/2024 | 1,71% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 348 984 CHF | 118 328 CHF | 99,17% | 99,17% |
11/11/2024 | 1,45% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 411 395 CHF | 139 132 CHF | 99,11% | 99,11% |
08/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 600 000 | 200 000 | 599 313 | 199 771 | 440 635 CHF | 148 876 CHF | 93,05% | 93,05% |
07/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 452 176 CHF | 152 725 CHF | 98,49% | 98,49% |