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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 599 958 | 199 986 | 131 865 CHF | 45 955 CHF | 99,16% | 99,16% |
20/11/2024 | 4,59% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 127 825 CHF | 44 608 CHF | 99,17% | 99,17% |
19/11/2024 | 5,31% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 110 425 CHF | 38 808 CHF | 99,17% | 99,17% |
18/11/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 122 035 CHF | 42 678 CHF | 99,22% | 99,22% |
15/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 598 680 | 199 560 | 134 184 CHF | 46 724 CHF | 99,16% | 99,16% |
14/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 128 364 CHF | 44 788 CHF | 99,16% | 99,16% |
13/11/2024 | 5,95% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 607 638 | 202 546 | 99 166 CHF | 35 081 CHF | 99,16% | 99,16% |
12/11/2024 | 5,16% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 113 374 CHF | 39 792 CHF | 99,15% | 99,15% |
11/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 116 713 CHF | 40 904 CHF | 99,17% | 99,17% |
08/11/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 171 CHF | 35 724 CHF | 99,16% | 99,16% |