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 | 7,42% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 78 307 CHF | 28 102 CHF | 99,38% | 99,38% |
19/11/2024 | 7,09% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 82 113 CHF | 29 371 CHF | 99,37% | 99,37% |
18/11/2024 | 6,86% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 84 918 CHF | 30 306 CHF | 99,22% | 99,22% |
15/11/2024 | 4,55% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 129 461 CHF | 45 154 CHF | 99,37% | 99,37% |
14/11/2024 | 3,70% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 163 CHF | 55 054 CHF | 99,36% | 99,36% |
13/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 138 732 CHF | 48 244 CHF | 99,37% | 99,37% |
12/11/2024 | 3,49% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 300 CHF | 58 433 CHF | 99,37% | 99,37% |
11/11/2024 | 3,15% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 187 421 CHF | 64 474 CHF | 99,37% | 99,37% |
08/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 750 CHF | 58 250 CHF | 99,37% | 99,37% |
07/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 174 317 CHF | 60 106 CHF | 98,86% | 98,86% |