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 | 6,88% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 84 373 CHF | 30 124 CHF | 99,27% | 99,27% |
19/11/2024 | 6,96% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 83 415 CHF | 29 805 CHF | 96,66% | 96,66% |
18/11/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 728 CHF | 35 909 CHF | 97,55% | 97,55% |
15/11/2024 | 4,61% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 127 575 CHF | 44 525 CHF | 96,51% | 96,51% |
14/11/2024 | 4,54% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 129 193 CHF | 45 065 CHF | 99,34% | 99,34% |
13/11/2024 | 4,48% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 131 077 CHF | 45 692 CHF | 99,03% | 99,03% |
12/11/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 148 786 CHF | 51 595 CHF | 99,27% | 99,27% |
11/11/2024 | 4,22% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 650 CHF | 48 550 CHF | 99,37% | 99,37% |
08/11/2024 | 4,93% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 119 428 CHF | 41 809 CHF | 99,35% | 99,35% |
07/11/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 126 CHF | 41 042 CHF | 98,72% | 98,72% |