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 | 5,62% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 51 877 CHF | 18 292 CHF | 99,37% | 99,37% |
19/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 47 924 CHF | 16 975 CHF | 99,37% | 99,37% |
18/11/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 55 499 CHF | 19 500 CHF | 99,23% | 99,23% |
15/11/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 64 846 CHF | 22 615 CHF | 99,37% | 99,37% |
14/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 69 292 CHF | 24 097 CHF | 99,37% | 99,37% |
13/11/2024 | 4,78% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 61 382 CHF | 21 461 CHF | 99,36% | 99,36% |
12/11/2024 | 4,49% | 0,20 CHF | 0,21 CHF | 299 999 | 100 000 | 299 999 | 100 000 | 65 321 CHF | 22 774 CHF | 99,37% | 99,37% |
11/11/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 299 999 | 100 000 | 299 999 | 100 000 | 71 632 CHF | 24 878 CHF | 99,37% | 99,37% |
08/11/2024 | 4,31% | 0,24 CHF | 0,25 CHF | 299 999 | 100 000 | 299 999 | 100 000 | 68 155 CHF | 23 718 CHF | 99,37% | 99,37% |
07/11/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 73 824 CHF | 25 608 CHF | 99,28% | 99,28% |