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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 130 623 CHF | 27 125 CHF | 99,26% | 99,26% |
20/11/2024 | 3,72% | 0,25 CHF | 0,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 132 255 CHF | 27 451 CHF | 99,27% | 99,27% |
19/11/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 113 046 CHF | 23 609 CHF | 99,27% | 99,27% |
18/11/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 125 307 CHF | 26 062 CHF | 99,27% | 99,27% |
15/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 112 818 CHF | 23 564 CHF | 99,27% | 99,27% |
14/11/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 106 782 CHF | 22 356 CHF | 99,27% | 99,27% |
13/11/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 104 565 CHF | 21 913 CHF | 99,27% | 99,27% |
12/11/2024 | 4,17% | 0,20 CHF | 0,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 118 092 CHF | 24 618 CHF | 99,25% | 99,25% |
11/11/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 163 430 CHF | 33 686 CHF | 99,27% | 99,27% |
08/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 160 476 CHF | 33 095 CHF | 99,25% | 99,25% |