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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 6,96% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 83 321 CHF | 29 774 CHF | 99,29% | 99,29% |
20/11/2024 | 7,09% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 81 909 CHF | 29 303 CHF | 99,37% | 99,37% |
19/11/2024 | 7,30% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 79 244 CHF | 28 415 CHF | 99,37% | 99,37% |
18/11/2024 | 6,60% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 88 565 CHF | 31 522 CHF | 99,37% | 99,37% |
15/11/2024 | 5,49% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 106 414 CHF | 37 471 CHF | 99,34% | 99,34% |
14/11/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 457 666 | 152 555 | 94 072 CHF | 32 883 CHF | 99,37% | 99,37% |
13/11/2024 | 4,93% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 555 316 | 185 105 | 109 884 CHF | 38 479 CHF | 99,38% | 99,38% |
12/11/2024 | 5,01% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 570 184 | 190 061 | 110 793 CHF | 38 832 CHF | 99,15% | 99,15% |
11/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 511 109 | 170 370 | 104 370 CHF | 36 494 CHF | 99,13% | 99,13% |
08/11/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 464 867 | 154 956 | 95 781 CHF | 33 477 CHF | 99,38% | 99,38% |