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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 7,21% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 591 285 | 197 095 | 79 082 CHF | 28 332 CHF | 99,16% | 99,16% |
22/11/2024 | 7,04% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 599 757 | 199 919 | 82 247 CHF | 29 415 CHF | 99,16% | 99,16% |
20/11/2024 | 7,68% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 75 335 CHF | 27 112 CHF | 99,17% | 99,17% |
19/11/2024 | 8,94% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 602 256 | 200 752 | 64 864 CHF | 23 629 CHF | 99,17% | 99,17% |
18/11/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 557 521 | 185 840 | 76 532 CHF | 27 369 CHF | 99,23% | 99,23% |
15/11/2024 | 5,03% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 87 549 CHF | 30 683 CHF | 99,17% | 99,17% |
14/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 160 CHF | 36 554 CHF | 99,16% | 99,16% |
13/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 607 CHF | 38 369 CHF | 99,16% | 99,16% |
12/11/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 113 571 CHF | 39 357 CHF | 99,17% | 99,17% |
11/11/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 350 CHF | 40 283 CHF | 99,17% | 99,17% |