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 | 5,78% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 151 367 CHF | 53 456 CHF | 99,47% | 99,47% |
19/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 151 286 CHF | 53 429 CHF | 96,67% | 96,67% |
18/11/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 170 629 CHF | 59 876 CHF | 97,65% | 97,65% |
15/11/2024 | 4,51% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 771 268 | 257 089 | 167 166 CHF | 58 293 CHF | 96,48% | 96,48% |
14/11/2024 | 4,50% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 163 087 CHF | 56 862 CHF | 99,29% | 99,29% |
13/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 756 242 | 252 081 | 165 965 CHF | 57 842 CHF | 98,80% | 98,80% |
12/11/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 179 245 CHF | 62 248 CHF | 99,25% | 99,25% |
11/11/2024 | 4,34% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 169 605 CHF | 59 035 CHF | 99,36% | 99,36% |
08/11/2024 | 4,76% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 869 562 | 289 854 | 178 178 CHF | 62 291 CHF | 99,34% | 99,34% |
07/11/2024 | 4,86% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 180 779 CHF | 63 260 CHF | 98,65% | 98,65% |