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 | 4,03% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 145 887 CHF | 50 629 CHF | 99,32% | 99,32% |
19/11/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 557 CHF | 48 519 CHF | 96,63% | 96,63% |
18/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 143 854 CHF | 49 951 CHF | 97,32% | 97,32% |
15/11/2024 | 3,81% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 154 694 CHF | 53 565 CHF | 96,11% | 96,11% |
14/11/2024 | 2,76% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 161 203 CHF | 55 234 CHF | 99,35% | 99,35% |
13/11/2024 | 2,80% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 818 CHF | 54 439 CHF | 98,75% | 98,75% |
12/11/2024 | 2,68% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 059 CHF | 56 853 CHF | 99,34% | 99,34% |
11/11/2024 | 2,44% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 212 CHF | 62 237 CHF | 96,31% | 96,31% |
08/11/2024 | 3,40% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 570 116 | 190 039 | 164 747 CHF | 56 816 CHF | 96,76% | 96,76% |
07/11/2024 | 3,02% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 196 204 CHF | 67 402 CHF | 98,64% | 98,64% |