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 | 5,39% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 135 382 CHF | 47 627 CHF | 99,51% | 99,51% |
19/11/2024 | 5,02% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 145 879 CHF | 51 126 CHF | 99,30% | 99,30% |
18/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 147 019 CHF | 51 506 CHF | 99,56% | 99,56% |
15/11/2024 | 5,46% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 133 857 CHF | 47 119 CHF | 99,38% | 99,38% |
14/11/2024 | 5,26% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 139 349 CHF | 48 950 CHF | 98,01% | 98,01% |
13/11/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 134 658 CHF | 47 386 CHF | 99,30% | 99,30% |
12/11/2024 | 4,71% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 155 729 CHF | 54 410 CHF | 99,30% | 99,30% |
11/11/2024 | 4,45% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 627 348 | 209 116 | 137 738 CHF | 48 004 CHF | 98,28% | 98,28% |
08/11/2024 | 4,14% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 825 CHF | 49 275 CHF | 99,31% | 99,31% |
07/11/2024 | 3,77% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 156 586 CHF | 54 195 CHF | 98,59% | 98,59% |