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 | 6,55% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 133 428 CHF | 47 476 CHF | 99,17% | 99,17% |
19/11/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 136 535 CHF | 48 512 CHF | 99,16% | 99,16% |
18/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 159 309 CHF | 56 103 CHF | 99,23% | 99,23% |
15/11/2024 | 4,97% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 828 616 | 276 205 | 162 591 CHF | 56 959 CHF | 99,17% | 99,17% |
14/11/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 808 614 | 269 538 | 163 338 CHF | 57 141 CHF | 99,16% | 99,16% |
13/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 898 457 | 299 486 | 171 910 CHF | 60 298 CHF | 99,16% | 99,16% |
12/11/2024 | 4,69% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 835 145 | 278 382 | 173 760 CHF | 60 704 CHF | 99,16% | 99,16% |
11/11/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 184 058 CHF | 63 853 CHF | 99,16% | 99,16% |
08/11/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 183 209 CHF | 63 570 CHF | 99,17% | 99,17% |
07/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 213 898 CHF | 73 799 CHF | 98,26% | 98,26% |