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 | 3,47% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 212 789 CHF | 73 430 CHF | 99,36% | 99,36% |
19/11/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 803 504 | 267 835 | 220 929 CHF | 76 321 CHF | 96,69% | 96,69% |
18/11/2024 | 2,98% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 761 151 | 253 717 | 253 275 CHF | 86 962 CHF | 97,58% | 97,58% |
15/11/2024 | 2,89% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 747 470 | 249 157 | 255 804 CHF | 87 760 CHF | 96,52% | 96,52% |
14/11/2024 | 3,01% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 796 CHF | 84 432 CHF | 99,35% | 99,35% |
13/11/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 245 682 CHF | 84 394 CHF | 99,36% | 99,36% |
12/11/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 250 321 CHF | 85 941 CHF | 99,35% | 99,35% |
11/11/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 264 818 CHF | 90 773 CHF | 99,33% | 99,33% |
08/11/2024 | 2,64% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 674 258 | 224 753 | 252 032 CHF | 86 258 CHF | 99,32% | 99,32% |
07/11/2024 | 2,17% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 274 648 CHF | 93 549 CHF | 98,44% | 98,44% |