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% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 645 381 | 215 127 | 131 212 CHF | 45 889 CHF | 93,31% | 93,31% |
19/11/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 643 954 | 214 651 | 129 869 CHF | 45 436 CHF | 96,94% | 96,94% |
18/11/2024 | 4,19% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 140 225 CHF | 48 742 CHF | 98,13% | 98,13% |
15/11/2024 | 4,31% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 136 484 CHF | 47 495 CHF | 94,39% | 94,39% |
14/11/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 617 586 | 205 862 | 131 535 CHF | 45 904 CHF | 95,82% | 95,82% |
13/11/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 739 864 | 246 621 | 142 524 CHF | 49 974 CHF | 97,43% | 97,43% |
12/11/2024 | 5,24% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 139 657 CHF | 49 052 CHF | 96,79% | 96,79% |
11/11/2024 | 4,50% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 616 939 | 205 646 | 133 922 CHF | 46 697 CHF | 93,32% | 93,32% |
08/11/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 744 136 | 248 045 | 142 804 CHF | 50 082 CHF | 96,39% | 96,39% |
07/11/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 682 842 | 227 614 | 134 714 CHF | 47 181 CHF | 96,00% | 96,00% |