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 | 3,36% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 175 586 CHF | 60 529 CHF | 99,36% | 99,36% |
19/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 610 061 | 203 354 | 170 778 CHF | 58 960 CHF | 96,69% | 96,69% |
18/11/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 749 393 | 249 798 | 176 738 CHF | 61 411 CHF | 97,51% | 97,51% |
15/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 706 585 | 235 528 | 173 294 CHF | 60 120 CHF | 96,17% | 96,17% |
14/11/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 353 | 200 118 | 161 974 CHF | 55 993 CHF | 99,31% | 99,31% |
13/11/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 482 | 200 161 | 165 631 CHF | 57 212 CHF | 98,92% | 98,92% |
12/11/2024 | 3,87% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 690 079 | 230 026 | 174 604 CHF | 60 502 CHF | 99,33% | 99,33% |
11/11/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 170 482 CHF | 59 327 CHF | 99,37% | 99,37% |
08/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 617 072 | 205 691 | 167 766 CHF | 57 979 CHF | 98,25% | 98,25% |
07/11/2024 | 3,99% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 639 010 | 213 004 | 156 640 CHF | 54 344 CHF | 98,69% | 98,69% |