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 | 4,85% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 60 358 CHF | 21 119 CHF | 99,37% | 99,37% |
19/11/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 56 370 CHF | 19 790 CHF | 99,37% | 99,37% |
18/11/2024 | 4,63% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 63 440 CHF | 22 147 CHF | 99,23% | 99,23% |
15/11/2024 | 4,05% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 558 CHF | 25 186 CHF | 99,37% | 99,37% |
14/11/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 76 815 CHF | 26 605 CHF | 99,38% | 99,38% |
13/11/2024 | 4,25% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 69 139 CHF | 24 046 CHF | 99,37% | 99,37% |
12/11/2024 | 4,04% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 861 CHF | 25 287 CHF | 99,37% | 99,37% |
11/11/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 78 981 CHF | 27 327 CHF | 99,37% | 99,37% |
08/11/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 75 399 CHF | 26 133 CHF | 99,37% | 99,37% |
07/11/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 775 CHF | 27 925 CHF | 99,28% | 99,28% |