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 | 4,38% | 0,25 CHF | 0,26 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 143 329 CHF | 149 729 CHF | 99,42% | 99,42% |
19/11/2024 | 4,66% | 0,20 CHF | 0,21 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 134 432 CHF | 140 832 CHF | 100,00% | 100,00% |
18/11/2024 | 4,42% | 0,21 CHF | 0,22 CHF | 590 000 | 590 000 | 590 000 | 590 000 | 130 727 CHF | 136 627 CHF | 99,26% | 99,26% |
15/11/2024 | 4,52% | 0,23 CHF | 0,24 CHF | 590 000 | 590 000 | 590 000 | 590 000 | 128 113 CHF | 134 013 CHF | 98,67% | 98,67% |
14/11/2024 | 4,13% | 0,21 CHF | 0,22 CHF | 620 000 | 620 000 | 620 000 | 620 000 | 147 671 CHF | 153 871 CHF | 100,00% | 100,00% |
13/11/2024 | 5,49% | 0,21 CHF | 0,22 CHF | 700 000 | 700 000 | 700 000 | 700 000 | 124 586 CHF | 131 586 CHF | 99,08% | 99,08% |
12/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 135 056 CHF | 142 556 CHF | 99,81% | 99,81% |
11/11/2024 | 6,52% | 0,16 CHF | 0,17 CHF | 870 000 | 870 000 | 870 000 | 870 000 | 129 869 CHF | 138 569 CHF | 100,00% | 100,00% |
08/11/2024 | 10,86% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 87 460 CHF | 97 460 CHF | 100,00% | 100,00% |
07/11/2024 | 10,39% | 0,08 CHF | 0,09 CHF | 920 000 | 920 000 | 920 000 | 920 000 | 84 836 CHF | 94 036 CHF | 99,96% | 99,96% |