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 | 5,13% | 0,18 CHF | 0,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 47 532 CHF | 20 013 CHF | 99,16% | 99,16% |
19/11/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 47 116 CHF | 19 847 CHF | 99,17% | 99,17% |
18/11/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 47 683 CHF | 20 073 CHF | 99,21% | 99,21% |
15/11/2024 | 4,68% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 52 161 CHF | 21 864 CHF | 99,16% | 99,16% |
14/11/2024 | 4,51% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 54 189 CHF | 22 676 CHF | 99,15% | 99,15% |
13/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 55 154 CHF | 23 062 CHF | 99,16% | 99,16% |
12/11/2024 | 4,02% | 0,23 CHF | 0,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 60 931 CHF | 25 372 CHF | 99,16% | 99,16% |
11/11/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 64 672 CHF | 26 869 CHF | 99,16% | 99,16% |
08/11/2024 | 3,84% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 64 013 CHF | 26 605 CHF | 99,17% | 99,17% |
07/11/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 69 531 CHF | 28 813 CHF | 98,05% | 98,05% |