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 | 3,99% | 0,25 CHF | 0,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 122 900 CHF | 25 580 CHF | 99,27% | 99,27% |
19/11/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 101 852 CHF | 21 370 CHF | 99,27% | 99,27% |
18/11/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 100 953 CHF | 21 191 CHF | 99,27% | 99,27% |
15/11/2024 | 4,33% | 0,20 CHF | 0,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 113 311 CHF | 23 662 CHF | 99,27% | 99,27% |
14/11/2024 | 3,76% | 0,25 CHF | 0,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 130 700 CHF | 27 140 CHF | 99,27% | 99,27% |
13/11/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 143 279 CHF | 29 656 CHF | 99,27% | 99,27% |
12/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 164 455 CHF | 33 891 CHF | 99,25% | 99,25% |
11/11/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 131 797 CHF | 27 359 CHF | 99,27% | 99,27% |
08/11/2024 | 4,17% | 0,22 CHF | 0,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 117 793 CHF | 24 559 CHF | 99,25% | 99,25% |
07/11/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 135 000 CHF | 28 000 CHF | 1,12% | 1,12% |