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 | 2,17% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 205 317 CHF | 69 939 CHF | 99,38% | 99,38% |
19/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 437 803 | 145 934 | 194 253 CHF | 66 210 CHF | 99,37% | 99,37% |
18/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 399 468 | 133 156 | 185 874 CHF | 63 290 CHF | 99,22% | 99,22% |
15/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 828 CHF | 50 943 CHF | 98,94% | 98,94% |
14/11/2024 | 2,06% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 378 174 | 126 058 | 180 714 CHF | 61 499 CHF | 99,37% | 99,37% |
13/11/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 350 655 | 116 885 | 168 999 CHF | 57 502 CHF | 99,36% | 99,36% |
12/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 337 396 | 112 465 | 164 561 CHF | 55 978 CHF | 99,37% | 99,37% |
11/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 153 003 CHF | 52 001 CHF | 99,37% | 99,37% |
08/11/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 308 455 | 102 818 | 153 927 CHF | 52 337 CHF | 99,37% | 99,37% |
07/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 312 391 | 104 130 | 158 116 CHF | 53 747 CHF | 99,28% | 99,28% |