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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 116 570 CHF | 15 321 CHF | 99,17% | 99,17% |
22/11/2024 | 5,20% | 0,20 CHF | 0,21 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 112 535 CHF | 14 817 CHF | 99,16% | 99,16% |
20/11/2024 | 4,78% | 0,18 CHF | 0,19 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 123 051 CHF | 16 131 CHF | 99,17% | 99,17% |
19/11/2024 | 5,27% | 0,19 CHF | 0,20 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 111 062 CHF | 14 633 CHF | 99,16% | 99,16% |
18/11/2024 | 4,64% | 0,21 CHF | 0,22 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 126 809 CHF | 16 601 CHF | 99,22% | 99,22% |
15/11/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 152 618 CHF | 19 827 CHF | 99,17% | 99,17% |
14/11/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 136 492 CHF | 23 499 CHF | 99,16% | 99,16% |
13/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 138 516 CHF | 23 836 CHF | 99,16% | 99,16% |
12/11/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 135 484 CHF | 23 331 CHF | 99,16% | 99,16% |
11/11/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 150 100 CHF | 25 767 CHF | 99,16% | 99,16% |