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 | 7,33% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 79 042 CHF | 28 347 CHF | 99,17% | 99,17% |
19/11/2024 | 6,82% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 85 103 CHF | 30 368 CHF | 99,17% | 99,17% |
18/11/2024 | 6,32% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 91 994 CHF | 32 665 CHF | 99,23% | 99,23% |
15/11/2024 | 6,19% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 565 012 | 188 337 | 88 312 CHF | 31 321 CHF | 99,17% | 99,17% |
14/11/2024 | 6,31% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 92 183 CHF | 32 728 CHF | 99,16% | 99,16% |
13/11/2024 | 5,98% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 581 096 | 193 699 | 94 197 CHF | 33 336 CHF | 99,16% | 99,16% |
12/11/2024 | 6,07% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 577 194 | 192 398 | 92 174 CHF | 32 649 CHF | 99,16% | 99,16% |
11/11/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 88 344 CHF | 30 948 CHF | 99,17% | 99,17% |
08/11/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 81 492 CHF | 28 664 CHF | 99,17% | 99,17% |
07/11/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 96 613 CHF | 33 704 CHF | 98,26% | 98,26% |