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 | 2,34% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 253 782 CHF | 86 594 CHF | 98,94% | 98,94% |
19/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 251 483 CHF | 85 828 CHF | 95,76% | 95,76% |
18/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 498 842 | 166 281 | 268 322 CHF | 91 104 CHF | 96,93% | 96,93% |
15/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 696 CHF | 89 066 CHF | 94,93% | 94,93% |
14/11/2024 | 1,53% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 877 CHF | 99 126 CHF | 98,41% | 98,41% |
13/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 679 CHF | 90 226 CHF | 98,32% | 98,32% |
12/11/2024 | 2,00% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 297 818 CHF | 101 273 CHF | 98,35% | 98,35% |
11/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 258 300 CHF | 87 600 CHF | 98,73% | 98,73% |
08/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 567 997 | 189 332 | 307 980 CHF | 104 553 CHF | 97,71% | 97,71% |
07/11/2024 | 1,72% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 345 673 CHF | 117 224 CHF | 98,14% | 98,14% |