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 | 7,77% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 92 971 CHF | 33 490 CHF | 99,57% | 99,57% |
19/11/2024 | 7,31% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 99 398 CHF | 35 633 CHF | 99,44% | 99,44% |
18/11/2024 | 7,62% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 94 848 CHF | 34 116 CHF | 99,55% | 99,55% |
15/11/2024 | 7,24% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 100 482 CHF | 35 994 CHF | 99,41% | 99,41% |
14/11/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 118 429 CHF | 41 476 CHF | 97,57% | 97,57% |
13/11/2024 | 4,68% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 125 576 CHF | 43 859 CHF | 99,38% | 99,38% |
12/11/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 140 458 CHF | 48 819 CHF | 94,95% | 94,95% |
11/11/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 158 806 CHF | 54 935 CHF | 99,37% | 99,37% |
08/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 162 035 CHF | 56 012 CHF | 93,13% | 93,13% |
07/11/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 156 170 CHF | 54 057 CHF | 98,59% | 98,59% |