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 | 3,70% | 0,21 CHF | 0,22 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 40 049 CHF | 13 850 CHF | 99,44% | 99,44% |
19/11/2024 | 4,46% | 0,25 CHF | 0,26 CHF | 150 000 | 50 000 | 240 076 | 80 012 | 53 039 CHF | 18 477 CHF | 99,44% | 99,44% |
18/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 69 574 CHF | 24 191 CHF | 97,37% | 97,37% |
15/11/2024 | 2,81% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 110 651 CHF | 37 884 CHF | 99,45% | 99,45% |
14/11/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 166 671 CHF | 56 557 CHF | 99,44% | 99,44% |
13/11/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 541 CHF | 48 514 CHF | 96,92% | 96,92% |
12/11/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 789 CHF | 48 596 CHF | 96,86% | 96,86% |
11/11/2024 | 1,78% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 236 CHF | 56 745 CHF | 99,44% | 99,44% |
08/11/2024 | 1,60% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 473 CHF | 63 158 CHF | 99,28% | 99,28% |
07/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 119 CHF | 65 040 CHF | 98,70% | 98,70% |