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 | 4,30% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 170 890 CHF | 59 464 CHF | 99,39% | 99,39% |
19/11/2024 | 4,30% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 170 940 CHF | 59 480 CHF | 96,67% | 96,67% |
18/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 601 600 | 200 533 | 153 164 CHF | 53 060 CHF | 97,54% | 97,54% |
15/11/2024 | 3,41% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 270 CHF | 59 757 CHF | 96,51% | 96,51% |
14/11/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 174 595 CHF | 60 198 CHF | 99,33% | 99,33% |
13/11/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 177 667 CHF | 61 222 CHF | 98,89% | 98,89% |
12/11/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 191 087 CHF | 65 696 CHF | 99,26% | 99,26% |
11/11/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 744 CHF | 63 248 CHF | 99,36% | 99,36% |
08/11/2024 | 3,55% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 166 291 CHF | 57 430 CHF | 99,35% | 99,35% |
07/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 163 257 CHF | 56 419 CHF | 98,76% | 98,76% |