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 | 4,61% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 894 206 | 298 069 | 190 475 CHF | 66 472 CHF | 99,08% | 99,08% |
19/11/2024 | 5,79% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 907 897 | 308 986 | 153 515 CHF | 55 165 CHF | 88,40% | 88,40% |
18/11/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 134 886 CHF | 57 955 CHF | 97,32% | 97,32% |
15/11/2024 | 6,65% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 986 311 | 386 311 | 145 635 CHF | 60 697 CHF | 91,86% | 91,86% |
14/11/2024 | 2,98% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 248 348 CHF | 85 283 CHF | 99,00% | 99,00% |
13/11/2024 | 4,22% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 861 711 | 287 237 | 200 893 CHF | 69 837 CHF | 98,72% | 98,72% |
12/11/2024 | 3,93% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 755 304 | 251 768 | 188 652 CHF | 65 402 CHF | 99,29% | 99,29% |
11/11/2024 | 3,45% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 214 391 CHF | 73 964 CHF | 99,33% | 99,33% |
08/11/2024 | 3,25% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 228 294 CHF | 78 598 CHF | 98,17% | 98,17% |
07/11/2024 | 4,39% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 803 162 | 267 721 | 179 046 CHF | 62 359 CHF | 97,33% | 97,33% |