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 | 5,93% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 49 140 CHF | 17 380 CHF | 99,16% | 99,16% |
19/11/2024 | 6,09% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 47 776 CHF | 16 925 CHF | 99,17% | 99,17% |
18/11/2024 | 5,66% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 51 657 CHF | 18 219 CHF | 99,22% | 99,22% |
15/11/2024 | 5,73% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 50 954 CHF | 17 985 CHF | 99,16% | 99,16% |
14/11/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 47 709 CHF | 16 903 CHF | 99,15% | 99,15% |
13/11/2024 | 6,48% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 44 808 CHF | 15 936 CHF | 99,16% | 99,16% |
12/11/2024 | 6,77% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 42 874 CHF | 15 291 CHF | 99,16% | 99,16% |
11/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 53 077 CHF | 18 692 CHF | 99,16% | 99,16% |
08/11/2024 | 5,64% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 51 722 CHF | 18 241 CHF | 99,16% | 99,16% |
07/11/2024 | 5,77% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 50 562 CHF | 17 854 CHF | 98,18% | 98,18% |