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 | 2,04% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 218 384 CHF | 74 295 CHF | 98,85% | 98,85% |
19/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 532 CHF | 71 677 CHF | 96,64% | 96,64% |
18/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 216 719 CHF | 73 740 CHF | 97,18% | 97,18% |
15/11/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 226 347 CHF | 76 949 CHF | 96,20% | 96,20% |
14/11/2024 | 1,52% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 196 530 CHF | 66 510 CHF | 99,28% | 99,28% |
13/11/2024 | 1,54% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 194 031 CHF | 65 677 CHF | 98,74% | 98,74% |
12/11/2024 | 1,48% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 201 640 CHF | 68 213 CHF | 99,34% | 99,34% |
11/11/2024 | 1,37% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 027 CHF | 73 676 CHF | 96,31% | 96,31% |
08/11/2024 | 1,82% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 414 334 | 138 111 | 225 054 CHF | 76 399 CHF | 96,76% | 96,76% |
07/11/2024 | 1,66% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 346 005 | 115 335 | 205 405 CHF | 69 622 CHF | 98,64% | 98,64% |