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 | 4,32% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 735 175 | 245 058 | 166 683 CHF | 58 012 CHF | 98,95% | 98,95% |
19/11/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 729 243 | 243 081 | 163 936 CHF | 57 076 CHF | 95,77% | 95,77% |
18/11/2024 | 3,03% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 195 101 CHF | 67 034 CHF | 96,95% | 96,95% |
15/11/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 219 030 CHF | 75 010 CHF | 94,40% | 94,40% |
14/11/2024 | 2,31% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 558 065 | 186 022 | 237 841 CHF | 81 141 CHF | 98,43% | 98,43% |
13/11/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 684 922 | 228 307 | 169 273 CHF | 58 707 CHF | 98,29% | 98,29% |
12/11/2024 | 3,37% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 603 084 | 201 028 | 176 137 CHF | 60 723 CHF | 98,36% | 98,36% |
11/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 214 714 CHF | 73 571 CHF | 98,73% | 98,73% |
08/11/2024 | 2,98% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 199 217 CHF | 68 406 CHF | 97,69% | 97,69% |
07/11/2024 | 2,75% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 215 428 CHF | 73 809 CHF | 98,16% | 98,16% |