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 | 5,73% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 619 273 | 206 424 | 105 359 CHF | 37 184 CHF | 96,50% | 96,50% |
19/11/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 617 628 | 205 876 | 93 797 CHF | 33 324 CHF | 94,94% | 94,94% |
18/11/2024 | 7,06% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 745 061 | 248 354 | 101 894 CHF | 36 448 CHF | 91,78% | 91,78% |
15/11/2024 | 7,79% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 92 691 CHF | 33 397 CHF | 94,06% | 94,06% |
14/11/2024 | 7,29% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 714 960 | 238 320 | 94 787 CHF | 33 979 CHF | 98,69% | 98,69% |
13/11/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 102 543 CHF | 36 181 CHF | 94,94% | 94,94% |
12/11/2024 | 6,62% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 702 311 | 234 104 | 102 351 CHF | 36 458 CHF | 98,89% | 98,89% |
11/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 96 273 CHF | 34 591 CHF | 92,92% | 92,92% |
08/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 105 163 CHF | 37 554 CHF | 97,06% | 97,06% |
07/11/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 104 189 CHF | 37 230 CHF | 98,61% | 98,61% |