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 | 5,73% | 0,18 CHF | 0,19 CHF | 300 000 | 50 000 | 330 945 | 50 000 | 55 890 CHF | 9 003 CHF | 99,17% | 99,17% |
19/11/2024 | 5,29% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 299 988 | 50 000 | 55 336 CHF | 9 723 CHF | 99,17% | 99,17% |
18/11/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 63 640 CHF | 11 107 CHF | 99,23% | 99,23% |
15/11/2024 | 4,27% | 0,24 CHF | 0,25 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 68 900 CHF | 11 983 CHF | 99,17% | 99,17% |
14/11/2024 | 4,65% | 0,22 CHF | 0,23 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 63 104 CHF | 11 017 CHF | 99,16% | 99,16% |
13/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 66 054 CHF | 11 509 CHF | 99,16% | 99,16% |
12/11/2024 | 4,29% | 0,20 CHF | 0,21 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 68 605 CHF | 11 934 CHF | 99,16% | 99,16% |
11/11/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 300 000 | 50 000 | 300 000 | 49 989 | 86 056 CHF | 14 839 CHF | 99,17% | 99,17% |
08/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 84 199 CHF | 14 533 CHF | 99,17% | 99,17% |
07/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 300 000 | 50 000 | 298 484 | 50 000 | 103 049 CHF | 17 768 CHF | 98,26% | 98,26% |