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 | 6,74% | 0,18 CHF | 0,19 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 86 405 CHF | 11 551 CHF | 99,37% | 99,37% |
22/11/2024 | 7,54% | 0,14 CHF | 0,15 CHF | 600 000 | 75 000 | 644 177 | 75 000 | 82 101 CHF | 10 354 CHF | 99,14% | 99,14% |
20/11/2024 | 8,17% | 0,11 CHF | 0,12 CHF | 750 000 | 75 000 | 726 417 | 75 000 | 85 505 CHF | 9 597 CHF | 99,37% | 99,37% |
19/11/2024 | 8,65% | 0,12 CHF | 0,13 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 82 995 CHF | 9 050 CHF | 99,37% | 99,37% |
18/11/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 88 205 CHF | 11 776 CHF | 99,22% | 99,22% |
15/11/2024 | 4,87% | 0,17 CHF | 0,18 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 120 759 CHF | 15 845 CHF | 99,37% | 99,37% |
14/11/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 155 312 CHF | 20 164 CHF | 99,38% | 99,38% |
13/11/2024 | 3,76% | 0,28 CHF | 0,29 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 156 507 CHF | 20 313 CHF | 99,37% | 99,37% |
12/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 184 464 CHF | 23 808 CHF | 99,37% | 99,37% |
11/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 600 000 | 75 000 | 550 953 | 75 000 | 187 709 CHF | 26 317 CHF | 99,37% | 99,37% |