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 | 4,20% | 0,22 CHF | 0,23 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 175 266 CHF | 36 553 CHF | 99,16% | 99,16% |
19/11/2024 | 4,01% | 0,25 CHF | 0,26 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 183 244 CHF | 38 149 CHF | 99,17% | 99,17% |
18/11/2024 | 4,20% | 0,24 CHF | 0,25 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 174 874 CHF | 36 475 CHF | 99,23% | 99,23% |
15/11/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 157 072 CHF | 32 914 CHF | 99,17% | 99,17% |
14/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 162 179 CHF | 33 936 CHF | 99,16% | 99,16% |
13/11/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 127 337 CHF | 26 968 CHF | 99,16% | 99,16% |
12/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 135 081 CHF | 28 516 CHF | 99,16% | 99,16% |
11/11/2024 | 3,84% | 0,22 CHF | 0,23 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 193 394 CHF | 40 179 CHF | 99,17% | 99,17% |
08/11/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 223 983 CHF | 46 297 CHF | 99,17% | 99,17% |
07/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 230 331 CHF | 47 566 CHF | 98,26% | 98,26% |