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 | 5,79% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 968 256 | 368 256 | 162 530 CHF | 65 291 CHF | 97,07% | 97,07% |
19/11/2024 | 5,57% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 922 028 | 322 028 | 161 083 CHF | 59 411 CHF | 96,19% | 96,19% |
18/11/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 165 552 CHF | 58 184 CHF | 92,37% | 92,37% |
15/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 176 390 CHF | 61 797 CHF | 93,11% | 93,11% |
14/11/2024 | 5,22% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 901 896 | 301 896 | 168 927 CHF | 59 543 CHF | 98,72% | 98,72% |
13/11/2024 | 5,93% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 163 690 CHF | 69 476 CHF | 94,95% | 94,95% |
12/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 910 724 | 310 724 | 162 992 CHF | 58 653 CHF | 98,90% | 98,90% |
11/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 179 981 CHF | 62 994 CHF | 92,92% | 92,92% |
08/11/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 178 159 CHF | 62 386 CHF | 97,06% | 97,06% |
07/11/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 184 583 CHF | 64 528 CHF | 98,83% | 98,83% |