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 | 2,77% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 214 252 CHF | 73 417 CHF | 98,93% | 98,93% |
19/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 597 788 | 199 263 | 211 257 CHF | 72 412 CHF | 95,77% | 95,77% |
18/11/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 216 005 CHF | 73 502 CHF | 97,02% | 97,02% |
15/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 867 CHF | 80 789 CHF | 94,69% | 94,69% |
14/11/2024 | 1,66% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 269 550 CHF | 91 350 CHF | 98,45% | 98,45% |
13/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 227 590 CHF | 77 863 CHF | 98,31% | 98,31% |
12/11/2024 | 2,27% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 473 003 | 157 668 | 205 421 CHF | 70 050 CHF | 98,36% | 98,36% |
11/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 622 CHF | 79 041 CHF | 98,74% | 98,74% |
08/11/2024 | 2,05% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 218 215 CHF | 74 238 CHF | 97,69% | 97,69% |
07/11/2024 | 1,92% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 465 917 | 155 306 | 240 401 CHF | 81 687 CHF | 98,13% | 98,13% |