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 | 6,38% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 113 948 CHF | 40 483 CHF | 99,17% | 99,17% |
19/11/2024 | 6,40% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 113 640 CHF | 40 380 CHF | 99,16% | 99,16% |
18/11/2024 | 6,34% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 114 689 CHF | 40 730 CHF | 99,23% | 99,23% |
15/11/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 125 403 CHF | 44 301 CHF | 99,17% | 99,17% |
14/11/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 131 571 CHF | 46 357 CHF | 99,16% | 99,16% |
13/11/2024 | 5,40% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 135 557 CHF | 47 686 CHF | 99,16% | 99,16% |
12/11/2024 | 4,93% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 459 CHF | 51 987 CHF | 99,16% | 99,16% |
11/11/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 158 663 CHF | 55 388 CHF | 99,17% | 99,17% |
08/11/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 157 107 CHF | 54 869 CHF | 99,17% | 99,17% |
07/11/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 172 395 CHF | 59 965 CHF | 98,26% | 98,26% |