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 | 5,12% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 142 669 CHF | 50 056 CHF | 99,21% | 99,21% |
19/11/2024 | 4,92% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 946 CHF | 52 149 CHF | 98,74% | 98,74% |
18/11/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 154 083 CHF | 53 861 CHF | 99,29% | 99,29% |
15/11/2024 | 4,50% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 163 128 CHF | 56 876 CHF | 99,36% | 99,36% |
14/11/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 174 614 CHF | 60 705 CHF | 97,75% | 97,75% |
13/11/2024 | 4,94% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 104 CHF | 51 868 CHF | 99,33% | 99,33% |
12/11/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 151 451 CHF | 52 984 CHF | 99,38% | 99,38% |
11/11/2024 | 4,53% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 162 002 CHF | 56 501 CHF | 99,39% | 99,39% |
08/11/2024 | 4,57% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 698 CHF | 56 066 CHF | 99,24% | 99,24% |
07/11/2024 | 4,38% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 168 199 CHF | 58 566 CHF | 98,59% | 98,59% |