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 | 6,33% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 92 113 CHF | 32 704 CHF | 99,17% | 99,17% |
19/11/2024 | 6,17% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 94 436 CHF | 33 479 CHF | 99,17% | 99,17% |
18/11/2024 | 5,80% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 100 582 CHF | 35 527 CHF | 99,23% | 99,23% |
15/11/2024 | 4,51% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 149 989 | 97 960 CHF | 34 151 CHF | 99,17% | 99,17% |
14/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 690 CHF | 43 397 CHF | 99,16% | 99,16% |
13/11/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 132 942 CHF | 45 814 CHF | 99,16% | 99,16% |
12/11/2024 | 2,81% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 203 CHF | 54 234 CHF | 99,17% | 99,17% |
11/11/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 388 465 | 129 488 | 148 778 CHF | 50 887 CHF | 99,17% | 99,17% |
08/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 161 659 CHF | 55 386 CHF | 99,17% | 99,17% |
07/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 449 989 | 150 000 | 161 380 CHF | 55 295 CHF | 98,27% | 98,27% |