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 | 2,47% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 240 015 CHF | 82 005 CHF | 98,00% | 98,00% |
19/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 243 804 CHF | 83 268 CHF | 97,48% | 97,48% |
18/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 999 CHF | 84 333 CHF | 99,15% | 99,15% |
15/11/2024 | 1,95% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 478 088 | 159 363 | 241 563 CHF | 82 115 CHF | 97,81% | 97,81% |
14/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 954 CHF | 83 818 CHF | 97,23% | 97,23% |
13/11/2024 | 1,67% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 267 259 CHF | 90 587 CHF | 96,23% | 96,23% |
12/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 316 062 CHF | 106 854 CHF | 97,72% | 97,72% |
11/11/2024 | 1,45% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 308 315 CHF | 104 272 CHF | 97,24% | 97,24% |
08/11/2024 | 1,43% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 147 CHF | 105 882 CHF | 97,56% | 97,56% |
07/11/2024 | 1,66% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 568 548 | 189 516 | 339 691 CHF | 115 126 CHF | 98,25% | 98,25% |