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 | 4,29% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 68 497 CHF | 23 832 CHF | 99,38% | 99,38% |
19/11/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 64 503 CHF | 22 501 CHF | 99,37% | 99,37% |
18/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 70 558 CHF | 24 519 CHF | 99,23% | 99,23% |
15/11/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 79 249 CHF | 27 416 CHF | 99,37% | 99,37% |
14/11/2024 | 3,53% | 0,28 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 83 390 CHF | 28 797 CHF | 99,37% | 99,37% |
13/11/2024 | 3,88% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 75 939 CHF | 26 313 CHF | 99,37% | 99,37% |
12/11/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 78 930 CHF | 27 310 CHF | 99,37% | 99,37% |
11/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 84 541 CHF | 29 180 CHF | 99,37% | 99,37% |
08/11/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 411 CHF | 27 804 CHF | 99,37% | 99,37% |
07/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 85 485 CHF | 29 495 CHF | 99,28% | 99,28% |