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 | 5,02% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 116 615 CHF | 40 872 CHF | 99,37% | 99,37% |
19/11/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 112 270 CHF | 39 423 CHF | 99,37% | 99,37% |
18/11/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 990 CHF | 41 330 CHF | 99,22% | 99,22% |
15/11/2024 | 4,57% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 128 454 CHF | 44 818 CHF | 98,94% | 98,94% |
14/11/2024 | 4,78% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 122 713 CHF | 42 904 CHF | 99,37% | 99,37% |
13/11/2024 | 4,72% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 124 398 CHF | 43 466 CHF | 99,37% | 99,37% |
12/11/2024 | 4,72% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 124 430 CHF | 43 477 CHF | 99,37% | 99,37% |
11/11/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 999 CHF | 45 667 CHF | 99,37% | 99,37% |
08/11/2024 | 4,62% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 127 064 CHF | 44 355 CHF | 99,38% | 99,38% |
07/11/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 210 CHF | 45 403 CHF | 99,28% | 99,28% |