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 | 5,01% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 452 CHF | 41 151 CHF | 93,08% | 93,08% |
19/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 116 449 CHF | 40 816 CHF | 96,99% | 96,99% |
18/11/2024 | 4,22% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 442 CHF | 48 481 CHF | 97,76% | 97,76% |
15/11/2024 | 4,29% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 137 092 CHF | 47 698 CHF | 94,05% | 94,05% |
14/11/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 127 158 CHF | 44 386 CHF | 95,79% | 95,79% |
13/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 111 882 CHF | 39 294 CHF | 97,69% | 97,69% |
12/11/2024 | 5,33% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 109 774 CHF | 38 592 CHF | 95,42% | 95,42% |
11/11/2024 | 4,50% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 499 CHF | 45 500 CHF | 93,57% | 93,57% |
08/11/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 112 569 CHF | 39 523 CHF | 95,86% | 95,86% |
07/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 020 CHF | 41 007 CHF | 96,17% | 96,17% |