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 | 5,86% | 0,17 CHF | 0,18 CHF | 600 000 | 75 000 | 588 456 | 75 000 | 97 428 CHF | 13 188 CHF | 99,17% | 99,17% |
19/11/2024 | 6,69% | 0,15 CHF | 0,16 CHF | 600 000 | 75 000 | 594 863 | 75 000 | 86 391 CHF | 11 659 CHF | 99,17% | 99,17% |
18/11/2024 | 5,40% | 0,17 CHF | 0,18 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 81 425 CHF | 14 321 CHF | 99,23% | 99,23% |
15/11/2024 | 4,04% | 0,22 CHF | 0,23 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 109 378 CHF | 18 980 CHF | 99,17% | 99,17% |
14/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 128 368 CHF | 22 145 CHF | 99,16% | 99,16% |
13/11/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 133 178 CHF | 22 946 CHF | 99,16% | 99,16% |
12/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 136 256 CHF | 23 459 CHF | 99,17% | 99,17% |
11/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 138 849 CHF | 23 891 CHF | 99,17% | 99,17% |
08/11/2024 | 2,98% | 0,31 CHF | 0,32 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 148 628 CHF | 25 521 CHF | 99,17% | 99,17% |
07/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 163 594 CHF | 28 016 CHF | 98,25% | 98,25% |