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 | 6,07% | 0,18 CHF | 0,19 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 72 183 CHF | 17 041 CHF | 99,17% | 99,17% |
19/11/2024 | 5,93% | 0,16 CHF | 0,17 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 73 779 CHF | 17 395 CHF | 99,17% | 99,17% |
18/11/2024 | 5,48% | 0,19 CHF | 0,20 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 79 986 CHF | 18 775 CHF | 99,23% | 99,23% |
15/11/2024 | 4,07% | 0,21 CHF | 0,22 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 108 710 CHF | 25 158 CHF | 99,17% | 99,17% |
14/11/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 139 009 CHF | 31 891 CHF | 99,16% | 99,16% |
13/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 146 807 CHF | 33 624 CHF | 99,16% | 99,16% |
12/11/2024 | 2,55% | 0,36 CHF | 0,37 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 174 514 CHF | 39 781 CHF | 99,17% | 99,17% |
11/11/2024 | 2,34% | 0,41 CHF | 0,42 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 190 484 CHF | 43 330 CHF | 99,17% | 99,17% |
08/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 178 979 CHF | 40 773 CHF | 99,17% | 99,17% |
07/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 177 864 CHF | 40 525 CHF | 98,27% | 98,27% |