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 | 7,28% | 0,13 CHF | 0,14 CHF | 250 000 | 100 000 | 250 000 | 99 982 | 33 171 CHF | 14 266 CHF | 99,38% | 99,38% |
19/11/2024 | 7,60% | 0,13 CHF | 0,14 CHF | 250 000 | 100 000 | 249 988 | 99 955 | 32 358 CHF | 13 939 CHF | 99,38% | 99,38% |
18/11/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 083 CHF | 21 433 CHF | 99,38% | 99,38% |
15/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 55 703 CHF | 23 281 CHF | 99,37% | 99,37% |
14/11/2024 | 3,47% | 0,26 CHF | 0,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 70 956 CHF | 29 383 CHF | 99,38% | 99,38% |
13/11/2024 | 3,02% | 0,30 CHF | 0,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 81 755 CHF | 33 702 CHF | 99,04% | 99,04% |
12/11/2024 | 2,52% | 0,35 CHF | 0,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 98 155 CHF | 40 262 CHF | 99,11% | 99,11% |
11/11/2024 | 2,59% | 0,42 CHF | 0,43 CHF | 250 000 | 100 000 | 249 954 | 100 000 | 95 910 CHF | 39 371 CHF | 99,38% | 99,38% |
08/11/2024 | 3,43% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 72 187 CHF | 29 875 CHF | 99,38% | 99,38% |
07/11/2024 | 4,45% | 0,23 CHF | 0,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 55 053 CHF | 23 021 CHF | 98,69% | 98,69% |