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 | 8,04% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 89 605 CHF | 32 368 CHF | 99,17% | 99,17% |
19/11/2024 | 8,13% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 88 661 CHF | 32 054 CHF | 99,16% | 99,16% |
18/11/2024 | 7,98% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 90 267 CHF | 32 589 CHF | 99,23% | 99,23% |
15/11/2024 | 7,23% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 100 041 CHF | 35 847 CHF | 99,17% | 99,17% |
14/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 105 191 CHF | 37 564 CHF | 99,16% | 99,16% |
13/11/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 110 239 CHF | 39 246 CHF | 99,16% | 99,16% |
12/11/2024 | 5,98% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 121 899 CHF | 43 133 CHF | 99,17% | 99,17% |
11/11/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 131 659 CHF | 46 386 CHF | 99,17% | 99,17% |
08/11/2024 | 5,63% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 129 703 CHF | 45 734 CHF | 99,17% | 99,17% |
07/11/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 144 469 CHF | 50 656 CHF | 98,26% | 98,26% |