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 | 3,07% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 192 356 CHF | 66 119 CHF | 97,78% | 97,78% |
19/11/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 195 102 CHF | 67 034 CHF | 97,26% | 97,26% |
18/11/2024 | 2,98% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 198 469 CHF | 68 156 CHF | 99,11% | 99,11% |
15/11/2024 | 2,32% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 468 258 | 156 086 | 199 386 CHF | 68 023 CHF | 97,71% | 97,71% |
14/11/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 212 139 CHF | 72 213 CHF | 96,71% | 96,71% |
13/11/2024 | 1,91% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 931 CHF | 79 144 CHF | 96,46% | 96,46% |
12/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 285 195 CHF | 96 565 CHF | 94,40% | 94,40% |
11/11/2024 | 1,61% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 214 CHF | 94 238 CHF | 97,55% | 97,55% |
08/11/2024 | 1,58% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 283 207 CHF | 95 902 CHF | 95,43% | 95,43% |
07/11/2024 | 1,88% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 552 821 | 184 274 | 291 408 CHF | 98 979 CHF | 96,75% | 96,75% |