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 | 2,85% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 119 CHF | 71 373 CHF | 99,37% | 99,37% |
19/11/2024 | 4,77% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 717 271 | 200 000 | 146 781 CHF | 43 136 CHF | 99,38% | 99,38% |
18/11/2024 | 4,22% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 614 422 | 200 000 | 142 561 CHF | 48 463 CHF | 99,37% | 99,37% |
15/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 155 215 CHF | 53 738 CHF | 98,91% | 98,91% |
14/11/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 170 740 CHF | 58 914 CHF | 99,38% | 99,38% |
13/11/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 166 348 CHF | 46 359 CHF | 99,38% | 99,38% |
12/11/2024 | 3,75% | 0,22 CHF | 0,23 CHF | 750 000 | 200 000 | 621 979 | 200 000 | 162 503 CHF | 54 458 CHF | 99,16% | 99,16% |
11/11/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 178 868 CHF | 61 623 CHF | 99,38% | 99,38% |
08/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 452 CHF | 63 484 CHF | 99,38% | 99,38% |
07/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 195 662 CHF | 67 221 CHF | 98,58% | 98,58% |