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 | 2,87% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 309 611 CHF | 106 204 CHF | 99,09% | 99,09% |
19/11/2024 | 3,29% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 902 671 | 302 671 | 270 513 CHF | 93 678 CHF | 88,37% | 88,37% |
18/11/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 999 455 | 399 455 | 261 966 CHF | 108 689 CHF | 97,39% | 97,39% |
15/11/2024 | 3,65% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 960 529 | 360 529 | 258 960 CHF | 100 386 CHF | 90,16% | 90,16% |
14/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 334 404 CHF | 113 968 CHF | 98,98% | 98,98% |
13/11/2024 | 2,80% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 898 227 | 299 409 | 317 858 CHF | 108 947 CHF | 99,04% | 99,04% |
12/11/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 329 466 CHF | 112 822 CHF | 99,31% | 99,31% |
11/11/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 900 000 | 300 000 | 864 774 | 288 258 | 344 576 CHF | 117 741 CHF | 99,34% | 99,34% |
08/11/2024 | 2,38% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 790 181 | 263 394 | 328 116 CHF | 112 006 CHF | 98,16% | 98,16% |
07/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 308 156 CHF | 105 719 CHF | 97,42% | 97,42% |