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 | 5,19% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 169 091 CHF | 59 364 CHF | 99,68% | 99,68% |
19/11/2024 | 4,95% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 873 758 | 291 253 | 172 289 CHF | 60 342 CHF | 99,25% | 99,25% |
18/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 886 223 | 295 408 | 177 393 CHF | 62 085 CHF | 99,37% | 99,37% |
15/11/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 163 092 CHF | 57 364 CHF | 99,40% | 99,40% |
14/11/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 168 670 CHF | 59 223 CHF | 97,98% | 97,98% |
13/11/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 167 160 CHF | 58 720 CHF | 99,38% | 99,38% |
12/11/2024 | 4,73% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 778 384 | 259 461 | 160 558 CHF | 56 114 CHF | 93,14% | 93,14% |
11/11/2024 | 4,58% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 071 CHF | 55 857 CHF | 98,27% | 98,27% |
08/11/2024 | 4,29% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 171 234 CHF | 59 578 CHF | 93,12% | 93,12% |
07/11/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 185 970 CHF | 64 490 CHF | 98,62% | 98,62% |