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 | 4,28% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 446 110 | 148 703 | 101 979 CHF | 35 480 CHF | 99,38% | 99,38% |
19/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 333 184 | 111 061 | 77 621 CHF | 26 984 CHF | 99,38% | 99,38% |
18/11/2024 | 4,36% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 390 053 | 130 018 | 87 308 CHF | 30 403 CHF | 99,26% | 99,26% |
15/11/2024 | 3,90% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 75 465 CHF | 26 155 CHF | 99,38% | 99,38% |
14/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 293 CHF | 28 098 CHF | 99,38% | 99,38% |
13/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 86 247 CHF | 29 749 CHF | 99,37% | 99,37% |
12/11/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 945 CHF | 27 982 CHF | 99,37% | 99,37% |
11/11/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 493 CHF | 27 831 CHF | 99,38% | 99,38% |
08/11/2024 | 3,78% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 77 979 CHF | 26 993 CHF | 99,38% | 99,38% |
07/11/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 746 CHF | 27 915 CHF | 98,37% | 98,37% |