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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 7,05% | 0,15 CHF | 0,16 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 61 706 CHF | 11 034 CHF | 99,17% | 99,17% |
22/11/2024 | 7,30% | 0,14 CHF | 0,15 CHF | 450 000 | 75 000 | 504 285 | 75 000 | 66 378 CHF | 10 682 CHF | 99,17% | 99,17% |
20/11/2024 | 6,37% | 0,13 CHF | 0,14 CHF | 600 000 | 75 000 | 456 144 | 75 000 | 69 975 CHF | 12 284 CHF | 99,17% | 99,17% |
19/11/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 450 000 | 75 000 | 553 245 | 75 000 | 73 334 CHF | 10 767 CHF | 99,16% | 99,16% |
18/11/2024 | 5,94% | 0,17 CHF | 0,18 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 74 084 CHF | 13 097 CHF | 99,23% | 99,23% |
15/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 98 089 CHF | 17 098 CHF | 99,17% | 99,17% |
14/11/2024 | 3,51% | 0,26 CHF | 0,27 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 126 241 CHF | 21 790 CHF | 99,16% | 99,16% |
13/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 450 000 | 75 000 | 449 747 | 75 000 | 129 440 CHF | 22 337 CHF | 99,16% | 99,16% |
12/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 126 910 CHF | 21 902 CHF | 99,16% | 99,16% |
11/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 300 000 | 75 000 | 331 657 | 75 000 | 106 635 CHF | 24 986 CHF | 99,16% | 99,16% |