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 | 4,61% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 921 554 | 321 554 | 195 551 CHF | 71 278 CHF | 97,04% | 97,04% |
19/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 198 085 CHF | 69 028 CHF | 96,18% | 96,18% |
18/11/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 206 621 CHF | 71 874 CHF | 92,67% | 92,67% |
15/11/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 215 709 CHF | 74 903 CHF | 93,19% | 93,19% |
14/11/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 208 745 CHF | 72 582 CHF | 98,80% | 98,80% |
13/11/2024 | 4,68% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 901 172 | 301 172 | 188 250 CHF | 65 918 CHF | 94,95% | 94,95% |
12/11/2024 | 4,35% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 202 609 CHF | 70 536 CHF | 98,91% | 98,91% |
11/11/2024 | 4,01% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 219 873 CHF | 76 291 CHF | 92,92% | 92,92% |
08/11/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 218 487 CHF | 75 829 CHF | 97,07% | 97,07% |
07/11/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 225 645 CHF | 78 215 CHF | 98,64% | 98,64% |