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 | 7,54% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 95 831 CHF | 34 444 CHF | 99,38% | 99,38% |
19/11/2024 | 8,50% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 84 661 CHF | 30 720 CHF | 99,38% | 99,38% |
18/11/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 89 065 CHF | 32 188 CHF | 99,38% | 99,38% |
15/11/2024 | 7,74% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 93 556 CHF | 33 686 CHF | 99,34% | 99,34% |
14/11/2024 | 7,04% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 102 888 CHF | 36 796 CHF | 99,38% | 99,38% |
13/11/2024 | 6,57% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 110 466 CHF | 39 322 CHF | 99,37% | 99,37% |
12/11/2024 | 5,82% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 125 211 CHF | 44 237 CHF | 99,15% | 99,15% |
11/11/2024 | 6,05% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 120 186 CHF | 42 562 CHF | 99,13% | 99,13% |
08/11/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 119 499 CHF | 42 333 CHF | 99,37% | 99,37% |
07/11/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 108 619 CHF | 38 706 CHF | 98,56% | 98,56% |