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 | 4,68% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 560 053 | 186 684 | 116 757 CHF | 40 786 CHF | 99,38% | 99,38% |
19/11/2024 | 5,13% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 075 CHF | 40 025 CHF | 99,37% | 99,37% |
18/11/2024 | 4,85% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 595 848 | 198 616 | 120 102 CHF | 42 020 CHF | 99,37% | 99,37% |
15/11/2024 | 3,76% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 118 187 CHF | 40 896 CHF | 99,34% | 99,34% |
14/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 453 541 | 151 180 | 121 147 CHF | 41 894 CHF | 99,18% | 99,18% |
13/11/2024 | 2,96% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 149 818 CHF | 51 440 CHF | 99,38% | 99,38% |
12/11/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 675 CHF | 59 725 CHF | 99,13% | 99,13% |
11/11/2024 | 2,15% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 207 044 CHF | 70 515 CHF | 99,13% | 99,13% |
08/11/2024 | 2,00% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 223 090 CHF | 75 863 CHF | 99,38% | 99,38% |
07/11/2024 | 1,58% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 405 518 | 135 173 | 253 442 CHF | 85 833 CHF | 98,56% | 98,56% |