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 | 4,50% | 0,21 CHF | 0,22 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 48 972 CHF | 5 691 CHF | 99,38% | 99,38% |
19/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 225 000 | 25 000 | 240 191 | 24 994 | 45 774 CHF | 5 034 CHF | 99,37% | 99,37% |
18/11/2024 | 4,01% | 0,23 CHF | 0,24 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 55 234 CHF | 6 387 CHF | 99,23% | 99,23% |
15/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 70 084 CHF | 8 037 CHF | 99,37% | 99,37% |
14/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 76 847 CHF | 8 789 CHF | 99,38% | 99,38% |
13/11/2024 | 3,41% | 0,32 CHF | 0,33 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 64 992 CHF | 7 471 CHF | 99,37% | 99,37% |
12/11/2024 | 3,12% | 0,29 CHF | 0,30 CHF | 224 999 | 25 000 | 224 999 | 25 000 | 71 149 CHF | 8 155 CHF | 99,37% | 99,37% |
11/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 224 999 | 25 000 | 224 999 | 25 000 | 80 710 CHF | 9 218 CHF | 99,37% | 99,37% |
08/11/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 224 999 | 25 000 | 224 999 | 25 000 | 77 440 CHF | 8 854 CHF | 99,38% | 99,38% |
07/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 225 000 | 25 000 | 225 000 | 25 000 | 87 858 CHF | 10 012 CHF | 99,28% | 99,28% |