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 | 3,58% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 123 497 CHF | 42 666 CHF | 97,93% | 97,93% |
19/11/2024 | 3,71% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 465 260 | 155 087 | 123 258 CHF | 42 637 CHF | 97,34% | 97,34% |
18/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 129 550 CHF | 44 683 CHF | 97,85% | 97,85% |
15/11/2024 | 3,86% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 530 819 | 176 940 | 134 486 CHF | 46 598 CHF | 98,07% | 98,07% |
14/11/2024 | 3,81% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 527 910 | 175 970 | 135 894 CHF | 47 058 CHF | 96,60% | 96,60% |
13/11/2024 | 4,15% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 641 CHF | 49 214 CHF | 98,65% | 98,65% |
12/11/2024 | 4,53% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 129 788 CHF | 45 263 CHF | 92,28% | 92,28% |
11/11/2024 | 5,31% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 110 025 CHF | 38 675 CHF | 93,95% | 93,95% |
08/11/2024 | 4,72% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 124 295 CHF | 43 432 CHF | 90,68% | 90,68% |
07/11/2024 | 5,25% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 608 635 | 202 878 | 113 004 CHF | 39 697 CHF | 97,04% | 97,04% |