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 | 6,14% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 589 091 | 196 364 | 93 621 CHF | 33 171 CHF | 99,38% | 99,38% |
19/11/2024 | 6,06% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 579 686 | 193 229 | 92 669 CHF | 32 822 CHF | 99,37% | 99,37% |
18/11/2024 | 6,18% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 543 901 | 181 300 | 85 071 CHF | 30 170 CHF | 99,23% | 99,23% |
15/11/2024 | 5,13% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 767 CHF | 30 089 CHF | 99,37% | 99,37% |
14/11/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 87 856 CHF | 30 786 CHF | 99,37% | 99,37% |
13/11/2024 | 5,18% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 84 747 CHF | 29 749 CHF | 99,38% | 99,38% |
12/11/2024 | 4,87% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 90 272 CHF | 31 591 CHF | 99,37% | 99,37% |
11/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 104 006 CHF | 36 169 CHF | 99,37% | 99,37% |
08/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 133 CHF | 34 878 CHF | 99,38% | 99,38% |
07/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 106 486 CHF | 36 995 CHF | 99,28% | 99,28% |