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 | 4,88% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 150 121 CHF | 52 540 CHF | 99,38% | 99,38% |
19/11/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 150 007 CHF | 52 503 CHF | 99,38% | 99,38% |
18/11/2024 | 5,21% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 140 568 CHF | 49 356 CHF | 99,37% | 99,37% |
15/11/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 130 821 CHF | 46 107 CHF | 99,35% | 99,35% |
14/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 138 875 CHF | 48 792 CHF | 99,38% | 99,38% |
13/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 135 625 CHF | 47 708 CHF | 99,38% | 99,38% |
12/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 163 313 CHF | 56 938 CHF | 99,15% | 99,15% |
11/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 171 408 CHF | 59 636 CHF | 99,13% | 99,13% |
08/11/2024 | 4,97% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 147 769 CHF | 51 756 CHF | 99,38% | 99,38% |
07/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 146 848 CHF | 51 449 CHF | 98,56% | 98,56% |