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 | 4,68% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 62 832 CHF | 21 944 CHF | 98,86% | 98,86% |
19/11/2024 | 4,74% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 62 299 CHF | 21 766 CHF | 90,64% | 90,64% |
18/11/2024 | 4,03% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 961 CHF | 25 320 CHF | 95,05% | 95,05% |
15/11/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 084 CHF | 25 028 CHF | 98,35% | 98,35% |
14/11/2024 | 5,42% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 54 814 CHF | 19 271 CHF | 98,89% | 98,89% |
13/11/2024 | 6,24% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 47 241 CHF | 16 747 CHF | 96,49% | 96,53% |
12/11/2024 | 4,11% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 71 889 CHF | 24 963 CHF | 96,25% | 96,25% |
11/11/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 077 CHF | 28 026 CHF | 98,72% | 98,72% |
08/11/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 75 839 CHF | 26 280 CHF | 98,88% | 98,88% |
07/11/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 73 008 CHF | 25 336 CHF | 98,19% | 98,19% |