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 | 3,00% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 471 191 | 157 064 | 154 250 CHF | 52 987 CHF | 99,37% | 99,37% |
19/11/2024 | 5,67% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 664 023 | 221 341 | 113 640 CHF | 40 094 CHF | 99,38% | 99,38% |
18/11/2024 | 4,83% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 430 CHF | 42 477 CHF | 99,38% | 99,38% |
15/11/2024 | 4,21% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 890 CHF | 48 630 CHF | 98,92% | 98,92% |
14/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 157 660 CHF | 54 553 CHF | 99,38% | 99,38% |
13/11/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 631 582 | 210 527 | 123 368 CHF | 43 228 CHF | 99,38% | 99,38% |
12/11/2024 | 4,14% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 142 610 CHF | 49 537 CHF | 99,16% | 99,16% |
11/11/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 463 CHF | 58 154 CHF | 99,38% | 99,38% |
08/11/2024 | 3,34% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 176 732 CHF | 60 911 CHF | 99,38% | 99,38% |
07/11/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 186 832 CHF | 64 278 CHF | 98,59% | 98,59% |