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 | 5,08% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 671 353 | 223 784 | 128 774 CHF | 45 163 CHF | 99,17% | 99,17% |
22/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 740 521 | 246 840 | 137 774 CHF | 48 393 CHF | 99,16% | 99,16% |
20/11/2024 | 4,90% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 669 805 | 223 268 | 132 915 CHF | 46 538 CHF | 99,17% | 99,17% |
19/11/2024 | 5,27% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 733 965 | 244 655 | 135 566 CHF | 47 635 CHF | 99,16% | 99,16% |
18/11/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 324 CHF | 43 108 CHF | 99,22% | 99,22% |
15/11/2024 | 4,01% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 146 846 CHF | 50 949 CHF | 99,17% | 99,17% |
14/11/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 170 713 CHF | 58 905 CHF | 99,15% | 99,15% |
13/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 542 CHF | 59 847 CHF | 99,16% | 99,16% |
12/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 226 CHF | 58 409 CHF | 99,16% | 99,16% |
11/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 666 CHF | 63 555 CHF | 99,16% | 99,16% |