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 | 5,44% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 107 303 CHF | 37 768 CHF | 99,22% | 99,22% |
19/11/2024 | 5,10% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 115 037 CHF | 40 346 CHF | 99,49% | 99,49% |
18/11/2024 | 5,59% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 104 522 CHF | 36 841 CHF | 99,29% | 99,29% |
15/11/2024 | 5,24% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 111 923 CHF | 39 308 CHF | 99,38% | 99,38% |
14/11/2024 | 4,62% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 127 154 CHF | 44 385 CHF | 97,89% | 97,89% |
13/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 919 CHF | 56 973 CHF | 99,14% | 99,14% |
12/11/2024 | 4,18% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 368 CHF | 49 123 CHF | 99,58% | 99,58% |
11/11/2024 | 4,92% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 119 113 CHF | 41 704 CHF | 99,35% | 99,35% |
08/11/2024 | 4,97% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 118 320 CHF | 41 440 CHF | 99,33% | 99,33% |
07/11/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 640 084 | 213 361 | 111 071 CHF | 39 157 CHF | 98,79% | 98,79% |