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 | 7,13% | 0,13 CHF | 0,14 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 102 738 CHF | 14 698 CHF | 96,57% | 96,57% |
19/11/2024 | 6,42% | 0,16 CHF | 0,17 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 113 409 CHF | 16 121 CHF | 97,43% | 97,43% |
18/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 126 273 CHF | 17 836 CHF | 92,51% | 92,51% |
15/11/2024 | 5,22% | 0,18 CHF | 0,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 140 149 CHF | 19 687 CHF | 97,24% | 97,24% |
14/11/2024 | 5,56% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 132 212 CHF | 18 628 CHF | 98,36% | 98,36% |
13/11/2024 | 7,03% | 0,14 CHF | 0,15 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 103 037 CHF | 14 738 CHF | 92,91% | 92,91% |
12/11/2024 | 5,96% | 0,14 CHF | 0,15 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 122 405 CHF | 17 321 CHF | 96,35% | 96,35% |
11/11/2024 | 5,18% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 141 150 CHF | 19 820 CHF | 91,03% | 91,03% |
08/11/2024 | 5,36% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 136 284 CHF | 19 171 CHF | 92,19% | 92,19% |
07/11/2024 | 5,21% | 0,19 CHF | 0,20 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 140 525 CHF | 19 737 CHF | 98,70% | 98,70% |