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 | 4,34% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 169 229 CHF | 58 910 CHF | 99,51% | 99,51% |
19/11/2024 | 4,22% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 174 394 CHF | 60 631 CHF | 99,26% | 99,26% |
18/11/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 169 410 CHF | 58 970 CHF | 99,23% | 99,23% |
15/11/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 850 CHF | 60 450 CHF | 99,40% | 99,40% |
14/11/2024 | 3,35% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 175 947 CHF | 60 649 CHF | 97,56% | 97,56% |
13/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 180 708 CHF | 62 236 CHF | 99,37% | 99,37% |
12/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 552 CHF | 66 851 CHF | 94,87% | 94,87% |
11/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 211 384 CHF | 72 461 CHF | 99,37% | 99,37% |
08/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 277 CHF | 73 092 CHF | 93,13% | 93,13% |
07/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 540 CHF | 71 513 CHF | 98,60% | 98,60% |