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 | 4,93% | 0,21 CHF | 0,22 CHF | 450 000 | 60 000 | 450 000 | 60 000 | 89 278 CHF | 12 504 CHF | 99,17% | 99,17% |
19/11/2024 | 4,62% | 0,20 CHF | 0,21 CHF | 450 000 | 60 000 | 446 606 | 60 000 | 94 357 CHF | 13 294 CHF | 99,16% | 99,16% |
18/11/2024 | 4,27% | 0,25 CHF | 0,26 CHF | 300 000 | 60 000 | 422 864 | 60 000 | 96 788 CHF | 14 371 CHF | 99,23% | 99,23% |
15/11/2024 | 4,03% | 0,25 CHF | 0,26 CHF | 300 000 | 60 000 | 326 933 | 60 000 | 79 503 CHF | 15 213 CHF | 99,17% | 99,17% |
14/11/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 300 000 | 60 000 | 448 951 | 60 000 | 102 212 CHF | 14 262 CHF | 99,16% | 99,16% |
13/11/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 450 000 | 60 000 | 436 862 | 60 000 | 100 216 CHF | 14 382 CHF | 99,16% | 99,16% |
12/11/2024 | 4,09% | 0,22 CHF | 0,23 CHF | 450 000 | 60 000 | 346 973 | 60 000 | 82 626 CHF | 14 980 CHF | 99,16% | 99,16% |
11/11/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 300 000 | 60 000 | 300 000 | 60 000 | 87 615 CHF | 18 123 CHF | 99,17% | 99,17% |
08/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 300 000 | 60 000 | 300 000 | 60 000 | 84 793 CHF | 17 559 CHF | 99,17% | 99,17% |
07/11/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 300 000 | 60 000 | 300 000 | 60 000 | 101 203 CHF | 20 841 CHF | 98,26% | 98,26% |