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 | 5,49% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 106 295 CHF | 37 432 CHF | 99,15% | 99,15% |
19/11/2024 | 4,97% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 482 330 | 160 777 | 94 399 CHF | 33 074 CHF | 99,18% | 99,18% |
18/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 496 907 | 165 636 | 99 087 CHF | 34 685 CHF | 99,04% | 99,04% |
15/11/2024 | 5,83% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 100 043 CHF | 35 348 CHF | 99,37% | 99,37% |
14/11/2024 | 5,17% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 539 377 | 179 792 | 101 684 CHF | 35 693 CHF | 98,02% | 98,02% |
13/11/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 109 463 CHF | 38 488 CHF | 99,38% | 99,38% |
12/11/2024 | 4,24% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 466 561 | 155 520 | 107 643 CHF | 37 436 CHF | 93,13% | 93,13% |
11/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 473 CHF | 38 324 CHF | 98,27% | 98,27% |
08/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 463 CHF | 41 988 CHF | 93,13% | 93,13% |
07/11/2024 | 3,26% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 991 CHF | 46 830 CHF | 98,60% | 98,60% |