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 | 7,16% | 0,13 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 40 390 CHF | 14 463 CHF | 99,38% | 99,38% |
19/11/2024 | 7,70% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 37 502 CHF | 13 501 CHF | 99,38% | 99,38% |
18/11/2024 | 6,88% | 0,14 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 42 178 CHF | 15 059 CHF | 99,22% | 99,22% |
15/11/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 48 894 CHF | 17 298 CHF | 99,37% | 99,37% |
14/11/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 52 052 CHF | 18 351 CHF | 99,37% | 99,37% |
13/11/2024 | 6,27% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 46 433 CHF | 16 478 CHF | 99,37% | 99,37% |
12/11/2024 | 5,91% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 49 263 CHF | 17 421 CHF | 99,38% | 99,38% |
11/11/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 53 885 CHF | 18 962 CHF | 99,37% | 99,37% |
08/11/2024 | 5,71% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 51 044 CHF | 18 015 CHF | 99,37% | 99,37% |
07/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 54 849 CHF | 19 283 CHF | 99,28% | 99,28% |