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 | 6,57% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 89 006 CHF | 31 669 CHF | 99,38% | 99,38% |
19/11/2024 | 6,33% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 92 147 CHF | 32 716 CHF | 99,38% | 99,38% |
18/11/2024 | 6,31% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 92 624 CHF | 32 875 CHF | 99,23% | 99,23% |
15/11/2024 | 5,45% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 107 216 CHF | 37 739 CHF | 99,37% | 99,37% |
14/11/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 541 119 | 180 373 | 101 519 CHF | 35 644 CHF | 99,37% | 99,37% |
13/11/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 596 751 | 198 917 | 110 237 CHF | 38 735 CHF | 99,38% | 99,38% |
12/11/2024 | 4,96% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 470 603 | 156 868 | 92 344 CHF | 32 350 CHF | 99,37% | 99,37% |
11/11/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 495 CHF | 34 332 CHF | 99,37% | 99,37% |
08/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 090 CHF | 34 197 CHF | 99,38% | 99,38% |
07/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 680 CHF | 35 727 CHF | 99,29% | 99,29% |