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 | 2,08% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 285 399 CHF | 97 133 CHF | 99,38% | 99,38% |
19/11/2024 | 2,85% | 0,37 CHF | 0,38 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 259 977 CHF | 71 327 CHF | 99,38% | 99,38% |
18/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 278 704 CHF | 76 321 CHF | 99,38% | 99,38% |
15/11/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 295 112 CHF | 80 696 CHF | 98,92% | 98,92% |
14/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 750 000 | 200 000 | 748 448 | 200 000 | 312 460 CHF | 85 501 CHF | 99,38% | 99,38% |
13/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 268 014 CHF | 73 470 CHF | 99,38% | 99,38% |
12/11/2024 | 2,50% | 0,35 CHF | 0,36 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 296 449 CHF | 81 053 CHF | 99,16% | 99,16% |
11/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 750 000 | 200 000 | 723 406 | 200 000 | 309 941 CHF | 87 799 CHF | 99,38% | 99,38% |
08/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 750 000 | 200 000 | 657 196 | 200 000 | 287 612 CHF | 89 660 CHF | 99,37% | 99,37% |
07/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 618 636 | 200 000 | 279 669 CHF | 92 500 CHF | 98,58% | 98,58% |