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 | 1,75% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 169 645 CHF | 57 549 CHF | 98,58% | 98,58% |
19/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 415 188 | 138 396 | 218 652 CHF | 74 268 CHF | 96,40% | 96,40% |
18/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 400 642 | 133 547 | 211 230 CHF | 71 746 CHF | 96,89% | 96,89% |
15/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 416 033 | 138 678 | 218 510 CHF | 74 223 CHF | 95,38% | 95,38% |
14/11/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 447 215 | 149 072 | 222 518 CHF | 75 664 CHF | 98,43% | 98,43% |
13/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 223 717 CHF | 76 072 CHF | 98,30% | 98,30% |
12/11/2024 | 1,83% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 349 000 | 116 333 | 188 751 CHF | 64 080 CHF | 98,94% | 98,94% |
11/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 004 CHF | 62 668 CHF | 97,88% | 97,88% |
08/11/2024 | 1,87% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 427 427 | 142 476 | 225 765 CHF | 76 680 CHF | 98,85% | 98,85% |
07/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 393 614 | 131 205 | 207 776 CHF | 70 571 CHF | 98,27% | 98,27% |