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 | 5,17% | 0,16 CHF | 0,17 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 113 998 CHF | 20 000 CHF | 99,13% | 99,13% |
19/11/2024 | 5,49% | 0,19 CHF | 0,20 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 106 864 CHF | 18 811 CHF | 99,37% | 99,37% |
18/11/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 117 064 CHF | 20 511 CHF | 99,23% | 99,23% |
15/11/2024 | 3,55% | 0,23 CHF | 0,24 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 166 691 CHF | 28 782 CHF | 98,77% | 98,77% |
14/11/2024 | 3,10% | 0,35 CHF | 0,36 CHF | 450 000 | 100 000 | 569 924 | 100 000 | 180 722 CHF | 32 796 CHF | 99,37% | 99,37% |
13/11/2024 | 3,22% | 0,29 CHF | 0,30 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 183 295 CHF | 31 549 CHF | 99,37% | 99,37% |
12/11/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 600 000 | 100 000 | 454 773 | 100 000 | 161 083 CHF | 36 443 CHF | 99,37% | 99,37% |
11/11/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 191 868 CHF | 43 637 CHF | 99,38% | 99,38% |
08/11/2024 | 2,20% | 0,42 CHF | 0,43 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 202 984 CHF | 46 108 CHF | 99,36% | 99,36% |
07/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 220 910 CHF | 50 091 CHF | 99,28% | 99,28% |