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 | 3,01% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 246 374 CHF | 84 625 CHF | 98,72% | 98,72% |
19/11/2024 | 2,65% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 280 267 CHF | 95 922 CHF | 88,36% | 88,36% |
18/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 339 113 CHF | 115 538 CHF | 97,36% | 97,36% |
15/11/2024 | 2,29% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 747 853 | 249 284 | 324 196 CHF | 110 558 CHF | 91,47% | 91,47% |
14/11/2024 | 4,18% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 915 322 | 315 322 | 214 917 CHF | 76 925 CHF | 99,00% | 99,00% |
13/11/2024 | 3,17% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 778 518 | 259 506 | 241 980 CHF | 83 255 CHF | 99,05% | 99,05% |
12/11/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 755 816 | 251 939 | 227 137 CHF | 78 232 CHF | 99,31% | 99,31% |
11/11/2024 | 3,79% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 898 452 | 299 484 | 233 043 CHF | 80 676 CHF | 99,34% | 99,34% |
08/11/2024 | 4,18% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 905 872 | 305 872 | 213 200 CHF | 74 896 CHF | 98,17% | 98,17% |
07/11/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 751 843 | 250 614 | 234 091 CHF | 80 536 CHF | 98,64% | 98,64% |