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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,74% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 536 CHF | 54 536 CHF | 99,37% | 99,37% |
22/11/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 48 749 CHF | 50 749 CHF | 99,15% | 99,15% |
20/11/2024 | 4,00% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 49 117 CHF | 51 117 CHF | 99,14% | 99,14% |
19/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 47 551 CHF | 49 551 CHF | 99,38% | 99,38% |
18/11/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 199 892 | 49 371 CHF | 51 343 CHF | 99,22% | 99,22% |
15/11/2024 | 3,25% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 60 609 CHF | 62 609 CHF | 98,78% | 98,78% |
14/11/2024 | 2,99% | 0,36 CHF | 0,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 66 054 CHF | 68 054 CHF | 99,37% | 99,37% |
13/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 61 484 CHF | 63 484 CHF | 99,37% | 99,37% |
12/11/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 68 267 CHF | 70 267 CHF | 99,37% | 99,37% |
11/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 77 477 CHF | 79 477 CHF | 99,37% | 99,37% |