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 | 5,45% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 80 507 CHF | 28 336 CHF | 99,16% | 99,16% |
19/11/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 454 745 | 151 582 | 70 373 CHF | 24 974 CHF | 99,16% | 99,16% |
18/11/2024 | 5,00% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 88 223 CHF | 30 908 CHF | 99,23% | 99,23% |
15/11/2024 | 3,67% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 370 661 | 123 554 | 98 533 CHF | 34 080 CHF | 99,17% | 99,17% |
14/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 95 877 CHF | 32 959 CHF | 99,16% | 99,16% |
13/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 99 691 CHF | 34 230 CHF | 99,17% | 99,17% |
12/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 102 837 CHF | 35 279 CHF | 99,17% | 99,17% |
11/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 573 CHF | 35 858 CHF | 99,17% | 99,17% |
08/11/2024 | 2,62% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 113 034 CHF | 38 678 CHF | 99,17% | 99,17% |
07/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 456 CHF | 42 819 CHF | 98,26% | 98,26% |