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 | 3,67% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 200 562 CHF | 69 354 CHF | 99,46% | 99,46% |
19/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 215 890 CHF | 74 463 CHF | 96,66% | 96,66% |
18/11/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 249 934 | 214 327 CHF | 73 922 CHF | 97,70% | 97,70% |
15/11/2024 | 4,31% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 848 148 | 282 753 | 193 523 CHF | 67 346 CHF | 96,55% | 96,55% |
14/11/2024 | 6,11% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 142 985 CHF | 50 662 CHF | 99,38% | 99,38% |
13/11/2024 | 5,35% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 899 956 | 299 985 | 163 892 CHF | 57 631 CHF | 98,99% | 98,99% |
12/11/2024 | 5,31% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 299 951 | 165 039 CHF | 58 003 CHF | 99,38% | 99,38% |
11/11/2024 | 6,33% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 137 844 CHF | 48 948 CHF | 99,37% | 99,37% |
08/11/2024 | 7,28% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 995 782 | 395 782 | 131 874 CHF | 56 334 CHF | 99,35% | 99,35% |
07/11/2024 | 7,03% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 994 208 | 394 208 | 136 600 CHF | 58 096 CHF | 98,66% | 98,66% |