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 | 5,63% | 0,17 CHF | 0,18 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 129 736 CHF | 13 724 CHF | 99,17% | 99,17% |
19/11/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 122 565 CHF | 13 007 CHF | 99,16% | 99,16% |
18/11/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 140 695 CHF | 14 820 CHF | 98,78% | 98,78% |
15/11/2024 | 5,03% | 0,22 CHF | 0,23 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 145 448 CHF | 15 295 CHF | 99,17% | 99,17% |
14/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 164 397 CHF | 17 190 CHF | 99,16% | 99,16% |
13/11/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 159 096 CHF | 16 660 CHF | 98,93% | 98,93% |
12/11/2024 | 3,96% | 0,22 CHF | 0,23 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 186 624 CHF | 19 412 CHF | 99,16% | 99,16% |
11/11/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 208 698 CHF | 21 620 CHF | 99,16% | 99,16% |
08/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 178 428 CHF | 18 593 CHF | 99,17% | 99,17% |
07/11/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 178 612 CHF | 18 611 CHF | 98,26% | 98,26% |