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 | 4,42% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 199 127 CHF | 69 376 CHF | 99,41% | 99,41% |
19/11/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 196 658 CHF | 68 553 CHF | 96,65% | 96,65% |
18/11/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 891 842 | 297 281 | 214 518 CHF | 74 479 CHF | 97,66% | 97,66% |
15/11/2024 | 3,67% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 754 026 | 251 342 | 201 987 CHF | 69 843 CHF | 96,57% | 96,57% |
14/11/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 203 141 CHF | 70 214 CHF | 99,35% | 99,35% |
13/11/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 202 623 CHF | 70 041 CHF | 98,82% | 98,82% |
12/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 217 365 CHF | 74 955 CHF | 99,25% | 99,25% |
11/11/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 208 706 CHF | 72 069 CHF | 99,37% | 99,37% |
08/11/2024 | 3,84% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 192 119 CHF | 66 540 CHF | 99,35% | 99,35% |
07/11/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 758 322 | 252 774 | 192 744 CHF | 66 776 CHF | 98,68% | 98,68% |