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 | 3,48% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 725 983 | 241 994 | 204 563 CHF | 70 608 CHF | 99,38% | 99,38% |
19/11/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 731 285 | 243 762 | 195 499 CHF | 67 604 CHF | 96,68% | 96,68% |
18/11/2024 | 2,91% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 626 928 | 208 976 | 214 012 CHF | 73 427 CHF | 97,55% | 97,55% |
15/11/2024 | 2,80% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 212 125 CHF | 72 708 CHF | 96,54% | 96,54% |
14/11/2024 | 2,92% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 202 622 CHF | 69 541 CHF | 99,33% | 99,33% |
13/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 202 347 CHF | 69 449 CHF | 99,39% | 99,39% |
12/11/2024 | 2,86% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 620 CHF | 70 873 CHF | 99,35% | 99,35% |
11/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 220 778 CHF | 75 593 CHF | 99,32% | 99,32% |
08/11/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 237 775 CHF | 81 258 CHF | 99,32% | 99,32% |
07/11/2024 | 1,99% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 478 159 | 159 386 | 237 197 CHF | 80 660 CHF | 98,45% | 98,45% |