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 | 3,85% | 0,25 CHF | 0,26 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 191 449 CHF | 19 895 CHF | 99,17% | 99,17% |
19/11/2024 | 3,74% | 0,28 CHF | 0,29 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 196 993 CHF | 20 449 CHF | 99,17% | 99,17% |
18/11/2024 | 3,58% | 0,26 CHF | 0,27 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 206 221 CHF | 21 372 CHF | 99,21% | 99,21% |
15/11/2024 | 3,63% | 0,30 CHF | 0,31 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 203 667 CHF | 21 117 CHF | 99,17% | 99,17% |
14/11/2024 | 4,15% | 0,25 CHF | 0,26 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 177 391 CHF | 18 489 CHF | 99,15% | 99,15% |
13/11/2024 | 4,77% | 0,19 CHF | 0,20 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 153 767 CHF | 16 127 CHF | 99,16% | 99,16% |
12/11/2024 | 5,29% | 0,16 CHF | 0,17 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 139 218 CHF | 14 672 CHF | 99,17% | 99,17% |
11/11/2024 | 3,56% | 0,26 CHF | 0,27 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 207 631 CHF | 21 513 CHF | 99,16% | 99,16% |
08/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 211 772 CHF | 21 927 CHF | 99,17% | 99,17% |
07/11/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 200 779 CHF | 20 828 CHF | 98,19% | 98,19% |