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 | 3,52% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 490 932 | 163 644 | 136 657 CHF | 47 189 CHF | 99,37% | 99,37% |
19/11/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 484 978 | 161 659 | 143 672 CHF | 49 507 CHF | 99,37% | 99,37% |
18/11/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 149 794 CHF | 51 931 CHF | 99,22% | 99,22% |
15/11/2024 | 5,13% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 440 CHF | 40 147 CHF | 99,37% | 99,37% |
14/11/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 698 450 | 232 817 | 98 934 CHF | 35 306 CHF | 99,38% | 99,38% |
13/11/2024 | 6,79% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 705 154 | 235 051 | 100 249 CHF | 35 767 CHF | 99,36% | 99,36% |
12/11/2024 | 8,41% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 85 652 CHF | 31 051 CHF | 99,37% | 99,37% |
11/11/2024 | 9,98% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 71 619 CHF | 26 373 CHF | 99,38% | 99,38% |
08/11/2024 | 7,72% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 93 707 CHF | 33 736 CHF | 99,38% | 99,38% |
07/11/2024 | 6,63% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 704 537 | 234 846 | 102 816 CHF | 36 621 CHF | 99,28% | 99,28% |