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 | 3,97% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 148 096 CHF | 51 365 CHF | 99,38% | 99,38% |
19/11/2024 | 4,51% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 127 CHF | 45 376 CHF | 99,38% | 99,38% |
18/11/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 133 302 CHF | 46 434 CHF | 99,25% | 99,25% |
15/11/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 144 150 CHF | 50 050 CHF | 99,38% | 99,38% |
14/11/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 863 CHF | 49 288 CHF | 99,37% | 99,37% |
13/11/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 067 CHF | 48 356 CHF | 99,38% | 99,38% |
12/11/2024 | 4,02% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 146 843 CHF | 50 948 CHF | 99,38% | 99,38% |
11/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 464 CHF | 56 821 CHF | 99,37% | 99,37% |
08/11/2024 | 3,76% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 156 622 CHF | 54 207 CHF | 99,37% | 99,37% |
07/11/2024 | 3,86% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 152 537 CHF | 52 846 CHF | 98,38% | 98,38% |