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 | 4,27% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 172 070 CHF | 59 857 CHF | 99,38% | 99,38% |
19/11/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 171 898 CHF | 59 799 CHF | 99,38% | 99,38% |
18/11/2024 | 4,42% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 166 174 CHF | 57 891 CHF | 99,38% | 99,38% |
15/11/2024 | 4,77% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 153 623 CHF | 53 708 CHF | 99,35% | 99,35% |
14/11/2024 | 4,57% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 279 CHF | 55 926 CHF | 99,38% | 99,38% |
13/11/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 159 176 CHF | 55 559 CHF | 99,37% | 99,37% |
12/11/2024 | 3,89% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 188 930 CHF | 65 477 CHF | 99,15% | 99,15% |
11/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 198 120 CHF | 68 540 CHF | 99,13% | 99,13% |
08/11/2024 | 4,23% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 981 CHF | 60 494 CHF | 99,38% | 99,38% |
07/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 169 181 CHF | 58 894 CHF | 98,56% | 98,56% |