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 | 2,29% | 0,39 CHF | 0,40 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 389 029 CHF | 132 676 CHF | 99,10% | 99,10% |
19/11/2024 | 2,54% | 0,45 CHF | 0,46 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 350 087 CHF | 119 696 CHF | 88,38% | 88,38% |
18/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 916 589 | 316 589 | 321 390 CHF | 114 080 CHF | 97,35% | 97,35% |
15/11/2024 | 2,77% | 0,32 CHF | 0,33 CHF | 1 000 000 | 400 000 | 916 482 | 316 482 | 326 147 CHF | 115 387 CHF | 91,65% | 91,65% |
14/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 750 000 | 250 000 | 836 904 | 278 968 | 446 029 CHF | 151 466 CHF | 99,02% | 99,02% |
13/11/2024 | 2,26% | 0,51 CHF | 0,52 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 395 707 CHF | 134 902 CHF | 98,98% | 98,98% |
12/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 406 887 CHF | 138 629 CHF | 99,29% | 99,29% |
11/11/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 436 241 CHF | 148 414 CHF | 99,33% | 99,33% |
08/11/2024 | 1,97% | 0,54 CHF | 0,55 CHF | 750 000 | 250 000 | 850 505 | 283 502 | 428 029 CHF | 145 511 CHF | 98,17% | 98,17% |
07/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 389 371 CHF | 132 790 CHF | 98,58% | 98,58% |