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 | 2,54% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 292 612 CHF | 100 037 CHF | 98,86% | 98,86% |
19/11/2024 | 2,94% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 252 808 CHF | 86 769 CHF | 88,35% | 88,35% |
18/11/2024 | 3,51% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 026 CHF | 72 509 CHF | 97,18% | 97,18% |
15/11/2024 | 3,32% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 751 642 | 250 547 | 224 485 CHF | 77 334 CHF | 90,28% | 90,28% |
14/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 316 797 CHF | 107 599 CHF | 98,93% | 98,93% |
13/11/2024 | 2,40% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 719 172 | 239 724 | 295 808 CHF | 101 000 CHF | 99,03% | 99,03% |
12/11/2024 | 2,30% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 738 011 | 246 004 | 317 513 CHF | 108 298 CHF | 99,33% | 99,33% |
11/11/2024 | 2,09% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 606 343 | 202 114 | 287 503 CHF | 97 856 CHF | 99,35% | 99,35% |
08/11/2024 | 1,99% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 298 893 CHF | 101 631 CHF | 98,16% | 98,16% |
07/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 652 927 | 217 642 | 262 193 CHF | 89 574 CHF | 97,35% | 97,35% |