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 | 4,50% | 0,22 CHF | 0,23 CHF | 300 000 | 50 000 | 300 000 | 93 296 | 65 406 CHF | 21 189 CHF | 99,17% | 99,17% |
19/11/2024 | 3,95% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 256 504 | 85 501 | 63 646 CHF | 22 070 CHF | 99,17% | 99,17% |
18/11/2024 | 6,14% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 351 933 | 117 311 | 55 332 CHF | 19 617 CHF | 99,23% | 99,23% |
15/11/2024 | 9,52% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 525 001 | 175 000 | 52 367 CHF | 19 206 CHF | 99,17% | 99,17% |
14/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 48 005 CHF | 18 002 CHF | 99,16% | 99,16% |
13/11/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 47 808 CHF | 17 936 CHF | 99,16% | 99,16% |
12/11/2024 | 11,93% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 613 064 | 204 355 | 48 292 CHF | 18 141 CHF | 99,17% | 99,17% |
11/11/2024 | 11,94% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 612 681 | 204 227 | 48 226 CHF | 18 118 CHF | 99,17% | 99,17% |
08/11/2024 | 13,28% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 746 373 | 248 791 | 52 485 CHF | 19 983 CHF | 99,17% | 99,17% |
07/11/2024 | 14,79% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 47 187 CHF | 18 229 CHF | 98,25% | 98,25% |