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 | 8,25% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 87 272 CHF | 31 591 CHF | 99,38% | 99,38% |
19/11/2024 | 8,51% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 84 503 CHF | 30 668 CHF | 99,37% | 99,37% |
18/11/2024 | 7,27% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 99 558 CHF | 35 686 CHF | 99,22% | 99,22% |
15/11/2024 | 6,10% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 119 371 CHF | 42 290 CHF | 99,37% | 99,37% |
14/11/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 140 686 CHF | 49 395 CHF | 99,36% | 99,36% |
13/11/2024 | 5,10% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 143 245 CHF | 50 248 CHF | 99,36% | 99,36% |
12/11/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 163 465 CHF | 56 988 CHF | 99,37% | 99,37% |
11/11/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 179 315 CHF | 62 272 CHF | 99,37% | 99,37% |
08/11/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 249 952 | 159 701 CHF | 55 723 CHF | 99,38% | 99,38% |
07/11/2024 | 4,91% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 149 244 CHF | 52 248 CHF | 99,28% | 99,28% |