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 | 3,97% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 148 340 CHF | 51 447 CHF | 99,59% | 99,59% |
19/11/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 152 558 CHF | 52 853 CHF | 99,54% | 99,54% |
18/11/2024 | 3,94% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 149 391 CHF | 51 797 CHF | 99,58% | 99,58% |
15/11/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 147 066 CHF | 51 022 CHF | 99,16% | 99,16% |
14/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 625 266 | 208 422 | 141 814 CHF | 49 356 CHF | 98,27% | 98,27% |
13/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 143 116 CHF | 50 205 CHF | 99,55% | 99,55% |
12/11/2024 | 4,59% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 731 035 | 243 678 | 155 631 CHF | 54 314 CHF | 99,58% | 99,58% |
11/11/2024 | 4,07% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 144 636 CHF | 50 212 CHF | 99,56% | 99,56% |
08/11/2024 | 3,90% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 051 CHF | 52 351 CHF | 99,59% | 99,59% |
07/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 933 CHF | 58 311 CHF | 98,81% | 98,81% |