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 | 5,10% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 821 CHF | 40 274 CHF | 99,14% | 99,14% |
19/11/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 110 853 CHF | 38 951 CHF | 99,37% | 99,37% |
18/11/2024 | 5,05% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 115 882 CHF | 40 627 CHF | 99,23% | 99,23% |
15/11/2024 | 4,32% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 136 120 CHF | 47 373 CHF | 98,78% | 98,78% |
14/11/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 144 458 CHF | 50 153 CHF | 99,38% | 99,38% |
13/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 077 CHF | 48 359 CHF | 99,38% | 99,38% |
12/11/2024 | 3,90% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 102 CHF | 52 367 CHF | 99,37% | 99,37% |
11/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 166 105 CHF | 57 368 CHF | 99,37% | 99,37% |
08/11/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 298 CHF | 59 100 CHF | 99,37% | 99,37% |
07/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 180 678 CHF | 62 226 CHF | 99,29% | 99,29% |