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 | 5,24% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 466 833 | 155 611 | 86 642 CHF | 30 437 CHF | 99,37% | 99,37% |
19/11/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 543 365 | 181 122 | 94 415 CHF | 33 283 CHF | 96,42% | 96,42% |
18/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 523 057 | 174 352 | 96 976 CHF | 34 069 CHF | 97,53% | 97,53% |
15/11/2024 | 4,71% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 460 810 | 153 603 | 95 573 CHF | 33 394 CHF | 95,50% | 95,50% |
14/11/2024 | 3,06% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 145 159 CHF | 49 886 CHF | 99,63% | 99,63% |
13/11/2024 | 3,06% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 145 363 CHF | 49 954 CHF | 99,08% | 99,08% |
12/11/2024 | 2,88% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 154 678 CHF | 53 060 CHF | 99,37% | 99,37% |
11/11/2024 | 2,55% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 157 CHF | 59 552 CHF | 96,30% | 96,30% |
08/11/2024 | 3,93% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 113 545 CHF | 39 348 CHF | 96,77% | 96,77% |
07/11/2024 | 3,33% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 817 CHF | 46 106 CHF | 98,65% | 98,65% |