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 | 5,92% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 605 662 | 201 887 | 99 382 CHF | 35 146 CHF | 99,38% | 99,38% |
19/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 105 053 CHF | 37 518 CHF | 96,68% | 96,68% |
18/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 734 127 | 244 709 | 112 416 CHF | 39 919 CHF | 97,64% | 97,64% |
15/11/2024 | 5,85% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 622 752 | 207 584 | 103 244 CHF | 36 490 CHF | 96,37% | 96,37% |
14/11/2024 | 5,36% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 109 242 CHF | 38 414 CHF | 99,38% | 99,38% |
13/11/2024 | 5,18% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 113 086 CHF | 39 695 CHF | 98,75% | 98,75% |
12/11/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 119 162 CHF | 41 721 CHF | 99,35% | 99,35% |
11/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 131 602 CHF | 45 867 CHF | 99,36% | 99,36% |
08/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 132 498 CHF | 46 166 CHF | 99,33% | 99,33% |
07/11/2024 | 4,26% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 592 963 | 197 654 | 136 132 CHF | 47 354 CHF | 98,61% | 98,61% |