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 | 6,05% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 72 238 CHF | 25 579 CHF | 99,16% | 99,16% |
19/11/2024 | 5,72% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 472 CHF | 26 991 CHF | 99,16% | 99,16% |
18/11/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 929 CHF | 27 143 CHF | 99,21% | 99,21% |
15/11/2024 | 5,72% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 513 CHF | 27 004 CHF | 99,17% | 99,17% |
14/11/2024 | 6,21% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 70 229 CHF | 24 910 CHF | 99,15% | 99,15% |
13/11/2024 | 6,56% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 66 435 CHF | 23 645 CHF | 99,16% | 99,16% |
12/11/2024 | 7,25% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 453 304 | 151 101 | 60 368 CHF | 21 634 CHF | 99,16% | 99,16% |
11/11/2024 | 5,61% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 78 121 CHF | 27 540 CHF | 99,16% | 99,16% |
08/11/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 80 166 CHF | 28 222 CHF | 99,17% | 99,17% |
07/11/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 75 564 CHF | 26 688 CHF | 98,18% | 98,18% |