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 | 3,34% | 0,30 CHF | 0,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 66 322 CHF | 22 857 CHF | 99,38% | 99,38% |
19/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 72 664 CHF | 24 971 CHF | 99,37% | 99,37% |
18/11/2024 | 3,55% | 0,29 CHF | 0,30 CHF | 225 000 | 75 000 | 241 868 | 80 623 | 66 672 CHF | 23 030 CHF | 99,23% | 99,23% |
15/11/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 70 620 CHF | 24 540 CHF | 99,37% | 99,37% |
14/11/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 65 379 CHF | 22 793 CHF | 99,37% | 99,37% |
13/11/2024 | 3,83% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 77 002 CHF | 26 667 CHF | 99,36% | 99,36% |
12/11/2024 | 4,08% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 041 CHF | 25 014 CHF | 99,37% | 99,37% |
11/11/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 64 509 CHF | 22 503 CHF | 99,37% | 99,37% |
08/11/2024 | 4,14% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 364 762 | 100 000 | 85 573 CHF | 24 654 CHF | 99,36% | 99,36% |
07/11/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 321 987 CHF | 22 466 CHF | 99,28% | 99,28% |