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 | 6,00% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 577 741 | 192 580 | 93 313 CHF | 33 030 CHF | 99,17% | 99,17% |
19/11/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 505 855 | 168 618 | 85 675 CHF | 30 244 CHF | 99,17% | 99,17% |
18/11/2024 | 5,36% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 81 781 CHF | 28 760 CHF | 99,23% | 99,23% |
15/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 303 CHF | 29 268 CHF | 99,17% | 99,17% |
14/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 579 | 150 193 | 83 525 CHF | 29 344 CHF | 99,16% | 99,16% |
13/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 010 CHF | 29 837 CHF | 99,16% | 99,16% |
12/11/2024 | 5,15% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 286 CHF | 29 929 CHF | 99,17% | 99,17% |
11/11/2024 | 4,49% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 166 CHF | 34 222 CHF | 99,17% | 99,17% |
08/11/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 94 180 CHF | 32 893 CHF | 99,17% | 99,17% |
07/11/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 392 CHF | 38 298 CHF | 98,26% | 98,26% |