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 | 3,72% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 496 560 | 165 520 | 130 695 CHF | 45 220 CHF | 99,38% | 99,38% |
19/11/2024 | 4,21% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 554 CHF | 48 518 CHF | 99,37% | 99,37% |
18/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 142 177 CHF | 49 392 CHF | 99,25% | 99,25% |
15/11/2024 | 3,75% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 589 661 | 196 554 | 154 092 CHF | 53 330 CHF | 99,38% | 99,38% |
14/11/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 599 675 | 199 892 | 159 270 CHF | 55 089 CHF | 99,37% | 99,37% |
13/11/2024 | 3,99% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 147 467 CHF | 51 156 CHF | 99,37% | 99,37% |
12/11/2024 | 3,76% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 547 783 | 182 594 | 142 779 CHF | 49 419 CHF | 99,38% | 99,38% |
11/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 066 CHF | 46 522 CHF | 99,37% | 99,37% |
08/11/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 913 CHF | 46 138 CHF | 99,37% | 99,37% |
07/11/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 484 211 | 161 404 | 134 104 CHF | 46 315 CHF | 98,37% | 98,37% |