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 | 6,32% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 603 362 | 201 121 | 92 636 CHF | 32 890 CHF | 97,90% | 97,90% |
19/11/2024 | 6,57% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 645 685 | 215 228 | 95 062 CHF | 33 840 CHF | 97,36% | 97,36% |
18/11/2024 | 5,90% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 98 931 CHF | 34 977 CHF | 97,84% | 97,84% |
15/11/2024 | 6,91% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 699 560 | 233 187 | 97 857 CHF | 34 951 CHF | 98,06% | 98,06% |
14/11/2024 | 6,66% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 689 474 | 229 825 | 100 425 CHF | 35 773 CHF | 96,60% | 96,60% |
13/11/2024 | 7,23% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 100 151 CHF | 35 884 CHF | 98,65% | 98,65% |
12/11/2024 | 8,04% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 792 255 | 264 085 | 94 578 CHF | 34 167 CHF | 90,96% | 90,96% |
11/11/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 88 369 CHF | 32 456 CHF | 93,90% | 93,90% |
08/11/2024 | 8,39% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 876 403 | 292 134 | 100 246 CHF | 36 337 CHF | 96,91% | 96,91% |
07/11/2024 | 9,44% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 907 917 | 307 917 | 92 091 CHF | 34 214 CHF | 97,06% | 97,06% |