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 | 5,82% | 0,19 CHF | 0,20 CHF | 270 000 | 250 000 | 266 179 | 129 427 | 51 077 CHF | 26 502 CHF | 99,35% | 99,35% |
19/11/2024 | 5,97% | 0,17 CHF | 0,18 CHF | 300 000 | 250 000 | 275 302 | 129 667 | 50 964 CHF | 25 001 CHF | 98,53% | 98,53% |
18/11/2024 | 5,41% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 226 390 | 129 170 | 51 727 CHF | 30 915 CHF | 98,69% | 98,69% |
15/11/2024 | 4,89% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 238 443 | 130 403 | 51 206 CHF | 29 415 CHF | 95,98% | 95,98% |
14/11/2024 | 5,33% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 210 789 | 129 504 | 52 297 CHF | 33 538 CHF | 99,01% | 99,01% |
13/11/2024 | 4,60% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 227 076 | 134 832 | 52 750 CHF | 32 978 CHF | 88,81% | 88,81% |
12/11/2024 | 5,17% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 225 563 | 130 464 | 52 351 CHF | 31 899 CHF | 95,91% | 95,91% |
11/11/2024 | 6,16% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 268 017 | 129 329 | 51 760 CHF | 27 482 CHF | 99,22% | 99,22% |
08/11/2024 | 8,23% | 0,16 CHF | 0,17 CHF | 320 000 | 250 000 | 355 958 | 129 672 | 50 582 CHF | 20 417 CHF | 98,54% | 98,54% |
07/11/2024 | 8,04% | 0,15 CHF | 0,16 CHF | 340 000 | 250 000 | 343 446 | 130 556 | 50 872 CHF | 21 045 CHF | 97,20% | 97,20% |