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 | 3,27% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 744 388 | 248 129 | 224 354 CHF | 77 266 CHF | 98,94% | 98,94% |
19/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 729 472 | 243 157 | 217 985 CHF | 75 093 CHF | 95,78% | 95,78% |
18/11/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 696 CHF | 81 566 CHF | 97,02% | 97,02% |
15/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 260 785 CHF | 88 928 CHF | 94,41% | 94,41% |
14/11/2024 | 2,00% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 297 435 CHF | 101 145 CHF | 98,38% | 98,38% |
13/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 689 441 | 229 814 | 218 279 CHF | 75 058 CHF | 98,34% | 98,34% |
12/11/2024 | 2,73% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 603 381 | 201 127 | 218 629 CHF | 74 888 CHF | 98,33% | 98,33% |
11/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 255 870 CHF | 87 290 CHF | 98,72% | 98,72% |
08/11/2024 | 2,46% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 241 798 CHF | 82 600 CHF | 97,69% | 97,69% |
07/11/2024 | 2,30% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 257 978 CHF | 87 993 CHF | 98,15% | 98,15% |