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 | 5,81% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 100 426 CHF | 35 475 CHF | 99,14% | 99,14% |
19/11/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 93 975 CHF | 33 325 CHF | 99,38% | 99,38% |
18/11/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 100 108 CHF | 35 369 CHF | 99,23% | 99,23% |
15/11/2024 | 4,82% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 559 CHF | 42 520 CHF | 98,78% | 98,78% |
14/11/2024 | 4,50% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 510 CHF | 45 503 CHF | 99,38% | 99,38% |
13/11/2024 | 4,66% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 125 846 CHF | 43 949 CHF | 99,37% | 99,37% |
12/11/2024 | 4,24% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 138 697 CHF | 48 232 CHF | 99,37% | 99,37% |
11/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 155 018 CHF | 53 673 CHF | 99,37% | 99,37% |
08/11/2024 | 3,64% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 162 153 CHF | 56 051 CHF | 99,38% | 99,38% |
07/11/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 350 CHF | 59 117 CHF | 99,29% | 99,29% |