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 | 1,76% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 168 684 CHF | 57 228 CHF | 99,38% | 99,38% |
19/11/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 012 CHF | 62 337 CHF | 96,67% | 96,67% |
18/11/2024 | 2,30% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 419 875 | 139 958 | 182 403 CHF | 62 201 CHF | 97,58% | 97,58% |
15/11/2024 | 2,37% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 189 022 CHF | 64 507 CHF | 96,53% | 96,53% |
14/11/2024 | 2,24% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 198 574 CHF | 67 691 CHF | 99,37% | 99,37% |
13/11/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 449 821 | 149 940 | 201 971 CHF | 68 823 CHF | 99,37% | 99,37% |
12/11/2024 | 2,22% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 305 CHF | 68 268 CHF | 99,37% | 99,37% |
11/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 179 267 CHF | 61 256 CHF | 99,33% | 99,33% |
08/11/2024 | 2,70% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 164 698 CHF | 56 400 CHF | 99,33% | 99,33% |
07/11/2024 | 3,62% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 559 004 | 186 335 | 151 529 CHF | 52 373 CHF | 98,48% | 98,48% |