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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,49% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 211 607 CHF | 73 036 CHF | 97,90% | 97,90% |
22/11/2024 | 2,93% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 252 643 CHF | 86 714 CHF | 99,35% | 99,35% |
20/11/2024 | 2,88% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 205 308 CHF | 70 436 CHF | 99,45% | 99,45% |
19/11/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 218 253 CHF | 74 751 CHF | 96,60% | 96,60% |
18/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 216 587 CHF | 74 196 CHF | 97,56% | 97,56% |
15/11/2024 | 3,32% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 721 416 | 240 472 | 214 141 CHF | 73 785 CHF | 96,45% | 96,45% |
14/11/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 158 514 CHF | 55 338 CHF | 99,35% | 99,35% |
13/11/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 182 865 CHF | 63 455 CHF | 98,78% | 98,78% |
12/11/2024 | 4,01% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 183 161 CHF | 63 554 CHF | 99,38% | 99,38% |
11/11/2024 | 4,75% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 154 384 CHF | 53 961 CHF | 99,38% | 99,38% |