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 | 5,42% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 454 366 | 151 455 | 81 667 CHF | 28 737 CHF | 99,17% | 99,17% |
19/11/2024 | 6,16% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 576 070 | 192 023 | 90 581 CHF | 32 114 CHF | 99,16% | 99,16% |
18/11/2024 | 4,83% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 91 454 CHF | 31 985 CHF | 99,23% | 99,23% |
15/11/2024 | 3,61% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 767 CHF | 42 422 CHF | 99,17% | 99,17% |
14/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 142 398 CHF | 48 966 CHF | 99,16% | 99,16% |
13/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 270 CHF | 50 590 CHF | 99,16% | 99,16% |
12/11/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 149 988 | 150 507 CHF | 51 665 CHF | 99,16% | 99,16% |
11/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 152 765 CHF | 52 422 CHF | 99,17% | 99,17% |
08/11/2024 | 2,73% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 304 711 | 101 570 | 110 024 CHF | 37 690 CHF | 99,17% | 99,17% |
07/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 907 CHF | 40 636 CHF | 98,26% | 98,26% |