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 | 1,88% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 461 141 | 153 714 | 243 382 CHF | 82 665 CHF | 99,37% | 99,37% |
19/11/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 593 418 | 197 806 | 288 557 CHF | 98 164 CHF | 99,37% | 99,37% |
18/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 566 133 | 188 711 | 280 645 CHF | 95 436 CHF | 99,26% | 99,26% |
15/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 486 991 | 162 330 | 253 419 CHF | 86 096 CHF | 99,38% | 99,38% |
14/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 542 565 | 180 855 | 278 768 CHF | 94 731 CHF | 99,36% | 99,36% |
13/11/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 578 312 | 192 771 | 293 174 CHF | 99 652 CHF | 99,37% | 99,37% |
12/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 494 989 | 164 996 | 259 473 CHF | 88 141 CHF | 99,38% | 99,38% |
11/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 302 CHF | 85 268 CHF | 99,37% | 99,37% |
08/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 250 480 CHF | 84 993 CHF | 99,37% | 99,37% |
07/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 884 CHF | 80 795 CHF | 98,38% | 98,38% |