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 | 5,92% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 49 185 CHF | 17 395 CHF | 99,38% | 99,38% |
19/11/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 46 214 CHF | 16 405 CHF | 99,37% | 99,37% |
18/11/2024 | 5,77% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 50 526 CHF | 17 842 CHF | 99,23% | 99,23% |
15/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 57 273 CHF | 20 091 CHF | 99,37% | 99,37% |
14/11/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 60 437 CHF | 21 146 CHF | 99,38% | 99,38% |
13/11/2024 | 5,34% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 54 752 CHF | 19 251 CHF | 99,37% | 99,37% |
12/11/2024 | 5,08% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 57 581 CHF | 20 194 CHF | 99,38% | 99,38% |
11/11/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 62 283 CHF | 21 761 CHF | 99,37% | 99,37% |
08/11/2024 | 4,94% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 59 270 CHF | 20 757 CHF | 99,38% | 99,38% |
07/11/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 62 950 CHF | 21 983 CHF | 99,28% | 99,28% |