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 | 4,71% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 124 570 CHF | 43 523 CHF | 99,17% | 99,17% |
19/11/2024 | 5,06% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 115 722 CHF | 40 574 CHF | 99,16% | 99,16% |
18/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 113 287 CHF | 39 763 CHF | 99,23% | 99,23% |
15/11/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 046 CHF | 43 015 CHF | 99,17% | 99,17% |
14/11/2024 | 5,13% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 180 CHF | 40 060 CHF | 99,16% | 99,16% |
13/11/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 718 CHF | 35 906 CHF | 99,16% | 99,16% |
12/11/2024 | 4,28% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 585 598 | 195 199 | 134 059 CHF | 46 638 CHF | 99,16% | 99,16% |
11/11/2024 | 3,23% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 137 377 CHF | 47 292 CHF | 99,17% | 99,17% |
08/11/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 297 CHF | 45 266 CHF | 99,17% | 99,17% |
07/11/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 062 CHF | 46 521 CHF | 98,25% | 98,25% |