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 | 4,97% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 785 CHF | 41 262 CHF | 99,13% | 99,13% |
19/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 111 791 CHF | 39 264 CHF | 99,38% | 99,38% |
18/11/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 118 108 CHF | 41 369 CHF | 99,23% | 99,23% |
15/11/2024 | 4,18% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 140 570 CHF | 48 857 CHF | 98,78% | 98,78% |
14/11/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 150 143 CHF | 52 048 CHF | 99,37% | 99,37% |
13/11/2024 | 4,04% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 145 808 CHF | 50 603 CHF | 99,38% | 99,38% |
12/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 158 264 CHF | 54 755 CHF | 99,38% | 99,38% |
11/11/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 174 448 CHF | 60 149 CHF | 99,37% | 99,37% |
08/11/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 182 180 CHF | 62 727 CHF | 99,38% | 99,38% |
07/11/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 190 156 CHF | 65 385 CHF | 99,28% | 99,28% |