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 | 3,76% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 78 343 CHF | 27 115 CHF | 99,17% | 99,17% |
19/11/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 370 CHF | 27 790 CHF | 99,17% | 99,17% |
18/11/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 317 CHF | 28 106 CHF | 99,22% | 99,22% |
15/11/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 281 CHF | 28 094 CHF | 99,17% | 99,17% |
14/11/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 73 659 CHF | 25 553 CHF | 99,15% | 99,15% |
13/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 67 625 CHF | 23 542 CHF | 99,16% | 99,16% |
12/11/2024 | 4,64% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 301 315 | 100 438 | 63 603 CHF | 22 205 CHF | 99,16% | 99,16% |
11/11/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 82 573 CHF | 28 524 CHF | 99,16% | 99,16% |
08/11/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 83 250 CHF | 28 750 CHF | 99,17% | 99,17% |
07/11/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 80 601 CHF | 27 867 CHF | 98,18% | 98,18% |