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 | 6,15% | 0,15 CHF | 0,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 39 504 CHF | 16 802 CHF | 99,17% | 99,17% |
20/11/2024 | 5,65% | 0,16 CHF | 0,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 43 009 CHF | 18 204 CHF | 99,17% | 99,17% |
19/11/2024 | 4,72% | 0,19 CHF | 0,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 856 CHF | 21 742 CHF | 99,17% | 99,17% |
18/11/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 45 161 CHF | 19 065 CHF | 99,22% | 99,22% |
15/11/2024 | 5,90% | 0,16 CHF | 0,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 41 170 CHF | 17 468 CHF | 99,17% | 99,17% |
14/11/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 43 628 CHF | 18 451 CHF | 99,16% | 99,16% |
13/11/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 56 484 CHF | 23 594 CHF | 99,17% | 99,17% |
12/11/2024 | 4,78% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 101 CHF | 21 440 CHF | 99,17% | 99,17% |
11/11/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 49 725 CHF | 20 890 CHF | 99,17% | 99,17% |
08/11/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 56 498 CHF | 23 599 CHF | 99,17% | 99,17% |