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 | 2,31% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 612 CHF | 87 537 CHF | 98,90% | 98,90% |
19/11/2024 | 2,86% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 436 CHF | 71 479 CHF | 90,32% | 90,32% |
18/11/2024 | 4,99% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 384 CHF | 41 128 CHF | 97,08% | 97,08% |
15/11/2024 | 5,65% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 103 426 CHF | 36 475 CHF | 98,92% | 98,92% |
14/11/2024 | 6,78% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 85 716 CHF | 30 572 CHF | 98,93% | 98,93% |
13/11/2024 | 6,21% | 0,14 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 93 881 CHF | 33 294 CHF | 96,39% | 96,39% |
12/11/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 917 CHF | 35 972 CHF | 96,53% | 96,53% |
11/11/2024 | 5,06% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 115 775 CHF | 40 592 CHF | 98,86% | 98,86% |
08/11/2024 | 4,45% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 131 824 CHF | 45 941 CHF | 98,89% | 98,89% |
07/11/2024 | 3,70% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 783 CHF | 55 261 CHF | 98,22% | 98,22% |