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 | 2,64% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 280 162 CHF | 95 887 CHF | 97,61% | 97,61% |
19/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 741 906 | 247 302 | 292 167 CHF | 99 862 CHF | 95,60% | 95,60% |
18/11/2024 | 2,35% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 648 161 | 216 054 | 272 458 CHF | 92 980 CHF | 96,26% | 96,26% |
15/11/2024 | 2,38% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 685 097 | 228 366 | 283 883 CHF | 96 911 CHF | 96,41% | 96,41% |
14/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 688 621 | 229 540 | 283 124 CHF | 96 670 CHF | 97,10% | 97,10% |
13/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 674 872 | 224 957 | 285 460 CHF | 97 403 CHF | 97,79% | 97,79% |
12/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 272 426 CHF | 92 809 CHF | 97,53% | 97,53% |
11/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 284 100 CHF | 96 700 CHF | 98,11% | 98,11% |
08/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 305 452 CHF | 103 817 CHF | 96,33% | 96,33% |
07/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 313 164 CHF | 106 388 CHF | 98,03% | 98,03% |