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 | 4,33% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 135 522 CHF | 47 174 CHF | 98,68% | 98,68% |
19/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 132 079 CHF | 46 026 CHF | 99,06% | 99,06% |
18/11/2024 | 4,64% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 126 383 CHF | 44 128 CHF | 99,36% | 99,36% |
15/11/2024 | 5,31% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 732 308 | 244 103 | 134 112 CHF | 47 145 CHF | 99,37% | 99,37% |
14/11/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 129 963 CHF | 45 821 CHF | 97,56% | 97,56% |
13/11/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 120 672 CHF | 42 724 CHF | 98,99% | 98,99% |
12/11/2024 | 5,92% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 123 079 CHF | 43 526 CHF | 98,58% | 98,58% |
11/11/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 749 380 | 249 793 | 132 245 CHF | 46 580 CHF | 98,54% | 98,54% |
08/11/2024 | 7,19% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 847 056 | 282 352 | 113 536 CHF | 40 669 CHF | 99,36% | 99,36% |
07/11/2024 | 8,16% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 105 994 CHF | 38 331 CHF | 98,58% | 98,58% |