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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,16% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 58 928 CHF | 24 571 CHF | 99,17% | 99,17% |
20/11/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 62 752 CHF | 26 101 CHF | 99,17% | 99,17% |
19/11/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 71 313 CHF | 29 525 CHF | 99,17% | 99,17% |
18/11/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 64 051 CHF | 26 621 CHF | 99,22% | 99,22% |
15/11/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 60 161 CHF | 25 064 CHF | 99,17% | 99,17% |
14/11/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 62 983 CHF | 26 193 CHF | 99,16% | 99,16% |
13/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 75 809 CHF | 31 324 CHF | 99,17% | 99,17% |
12/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 70 608 CHF | 29 243 CHF | 99,16% | 99,16% |
11/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 69 133 CHF | 28 653 CHF | 99,17% | 99,17% |
08/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 75 668 CHF | 31 267 CHF | 99,17% | 99,17% |