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 | 5,98% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 32 500 CHF | 34 500 CHF | 99,57% | 99,57% |
19/11/2024 | 6,78% | 0,16 CHF | 0,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 28 649 CHF | 30 649 CHF | 99,49% | 99,49% |
18/11/2024 | 5,42% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 35 914 CHF | 37 914 CHF | 99,48% | 99,48% |
15/11/2024 | 5,16% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 37 874 CHF | 39 874 CHF | 99,50% | 99,50% |
14/11/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 30 392 CHF | 32 392 CHF | 99,57% | 99,57% |
13/11/2024 | 6,24% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 31 125 CHF | 33 125 CHF | 89,52% | 89,52% |
12/11/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 35 336 CHF | 37 336 CHF | 99,52% | 99,52% |
11/11/2024 | 5,41% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 36 016 CHF | 38 016 CHF | 99,50% | 99,50% |
08/11/2024 | 5,45% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 35 766 CHF | 37 766 CHF | 99,51% | 99,51% |
07/11/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 33 839 CHF | 35 839 CHF | 99,51% | 99,51% |