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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,42% | 0,27 CHF | 0,28 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 129 499 CHF | 29 778 CHF | 99,17% | 99,17% |
22/11/2024 | 3,22% | 0,29 CHF | 0,30 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 137 574 CHF | 31 572 CHF | 99,16% | 99,16% |
20/11/2024 | 3,42% | 0,31 CHF | 0,32 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 129 705 CHF | 29 823 CHF | 99,17% | 99,17% |
19/11/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 141 317 CHF | 32 404 CHF | 99,16% | 99,16% |
18/11/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 128 284 CHF | 29 508 CHF | 99,23% | 99,23% |
15/11/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 109 630 CHF | 25 362 CHF | 99,16% | 99,16% |
14/11/2024 | 4,93% | 0,21 CHF | 0,22 CHF | 450 000 | 100 000 | 571 175 | 100 000 | 112 880 CHF | 20 822 CHF | 99,16% | 99,16% |
13/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 120 458 CHF | 21 076 CHF | 99,16% | 99,16% |
12/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 120 210 CHF | 21 035 CHF | 99,16% | 99,16% |
11/11/2024 | 5,53% | 0,17 CHF | 0,18 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 105 639 CHF | 18 607 CHF | 99,16% | 99,16% |