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 | 3,80% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 155 340 CHF | 53 780 CHF | 93,23% | 93,23% |
19/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 154 047 CHF | 53 349 CHF | 96,98% | 96,98% |
18/11/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 172 811 CHF | 59 604 CHF | 97,75% | 97,75% |
15/11/2024 | 3,52% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 167 779 CHF | 57 927 CHF | 94,07% | 94,07% |
14/11/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 273 CHF | 55 091 CHF | 95,95% | 95,95% |
13/11/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 625 324 | 208 441 | 151 812 CHF | 52 689 CHF | 97,70% | 97,70% |
12/11/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 680 549 | 226 850 | 160 583 CHF | 55 796 CHF | 95,42% | 95,42% |
11/11/2024 | 3,67% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 160 695 CHF | 55 565 CHF | 93,61% | 93,61% |
08/11/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 692 453 | 230 818 | 167 736 CHF | 58 220 CHF | 95,70% | 95,70% |
07/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 610 147 | 203 382 | 152 029 CHF | 52 710 CHF | 96,19% | 96,19% |