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 | 5,75% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 618 774 | 206 258 | 104 482 CHF | 36 890 CHF | 99,37% | 99,37% |
19/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 613 636 | 204 545 | 103 196 CHF | 36 444 CHF | 96,72% | 96,72% |
18/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 119 261 CHF | 41 754 CHF | 97,54% | 97,54% |
15/11/2024 | 4,15% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 751 CHF | 49 250 CHF | 96,44% | 96,44% |
14/11/2024 | 4,13% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 142 372 CHF | 49 457 CHF | 99,26% | 99,26% |
13/11/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 143 767 CHF | 49 922 CHF | 99,02% | 99,02% |
12/11/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 160 787 CHF | 55 596 CHF | 99,25% | 99,25% |
11/11/2024 | 3,88% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 152 020 CHF | 52 673 CHF | 99,36% | 99,36% |
08/11/2024 | 4,37% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 135 018 CHF | 47 006 CHF | 99,34% | 99,34% |
07/11/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 131 293 CHF | 45 764 CHF | 98,72% | 98,72% |