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 | 3,68% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 357 | 150 119 | 120 325 CHF | 41 610 CHF | 99,37% | 99,37% |
19/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 448 CHF | 47 650 CHF | 96,68% | 96,68% |
18/11/2024 | 5,22% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 613 750 | 204 583 | 117 603 CHF | 41 247 CHF | 97,60% | 97,60% |
15/11/2024 | 5,52% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 625 761 | 208 587 | 110 883 CHF | 39 047 CHF | 96,69% | 96,69% |
14/11/2024 | 5,09% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 605 725 | 201 908 | 116 195 CHF | 40 751 CHF | 99,39% | 99,39% |
13/11/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 336 CHF | 42 445 CHF | 99,39% | 99,39% |
12/11/2024 | 4,86% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 979 | 200 326 | 120 975 CHF | 42 328 CHF | 99,37% | 99,37% |
11/11/2024 | 5,57% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 610 840 | 203 613 | 106 571 CHF | 37 560 CHF | 99,32% | 99,32% |
08/11/2024 | 5,87% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 725 179 | 241 726 | 119 761 CHF | 42 338 CHF | 99,33% | 99,33% |
07/11/2024 | 8,11% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 914 359 | 332 562 | 108 463 CHF | 42 441 CHF | 98,50% | 98,50% |