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 | 4,79% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 744 203 | 248 068 | 151 905 CHF | 53 116 CHF | 98,56% | 98,56% |
19/11/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 157 234 CHF | 54 911 CHF | 98,73% | 98,73% |
18/11/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 746 919 | 248 973 | 159 523 CHF | 55 664 CHF | 98,91% | 98,91% |
15/11/2024 | 3,41% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 795 CHF | 59 932 CHF | 97,64% | 97,64% |
14/11/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 473 CHF | 66 825 CHF | 96,98% | 96,98% |
13/11/2024 | 2,71% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 218 955 CHF | 74 985 CHF | 96,20% | 96,20% |
12/11/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 191 CHF | 71 564 CHF | 94,61% | 94,61% |
11/11/2024 | 2,21% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 202 174 CHF | 68 891 CHF | 97,65% | 97,65% |
08/11/2024 | 2,14% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 207 923 CHF | 70 808 CHF | 96,11% | 96,11% |
07/11/2024 | 2,61% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 228 371 CHF | 78 124 CHF | 96,97% | 96,97% |