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 | 7,82% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 110 785 CHF | 39 929 CHF | 97,88% | 97,88% |
19/11/2024 | 7,49% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 904 237 | 304 237 | 116 329 CHF | 42 129 CHF | 97,32% | 97,32% |
18/11/2024 | 7,32% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 118 654 CHF | 42 551 CHF | 99,02% | 99,02% |
15/11/2024 | 5,34% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 770 800 | 256 933 | 140 912 CHF | 49 540 CHF | 97,94% | 97,94% |
14/11/2024 | 4,66% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 157 784 CHF | 55 095 CHF | 96,69% | 96,69% |
13/11/2024 | 4,01% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 620 904 | 206 968 | 151 675 CHF | 52 628 CHF | 96,27% | 96,27% |
12/11/2024 | 3,01% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 196 403 CHF | 67 468 CHF | 94,45% | 94,45% |
11/11/2024 | 3,19% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 186 304 CHF | 64 101 CHF | 97,85% | 97,85% |
08/11/2024 | 3,06% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 193 183 CHF | 66 394 CHF | 96,18% | 96,18% |
07/11/2024 | 3,75% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 718 479 | 239 493 | 188 135 CHF | 65 107 CHF | 98,04% | 98,04% |