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 | 5,56% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 157 488 CHF | 55 496 CHF | 99,36% | 99,36% |
19/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 161 276 CHF | 56 759 CHF | 99,38% | 99,38% |
18/11/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 157 777 CHF | 55 593 CHF | 99,40% | 99,40% |
15/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 161 328 CHF | 56 776 CHF | 99,40% | 99,40% |
14/11/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 172 750 CHF | 60 083 CHF | 97,51% | 97,51% |
13/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 658 | 250 219 | 176 682 CHF | 61 396 CHF | 99,37% | 99,37% |
12/11/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 191 600 CHF | 66 367 CHF | 95,05% | 95,05% |
11/11/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 207 995 CHF | 71 832 CHF | 99,37% | 99,37% |
08/11/2024 | 3,49% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 913 CHF | 72 804 CHF | 93,11% | 93,11% |
07/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 204 836 CHF | 70 779 CHF | 98,59% | 98,59% |