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 | 5,33% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 137 171 CHF | 48 224 CHF | 99,17% | 99,17% |
19/11/2024 | 5,13% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 142 402 CHF | 49 967 CHF | 99,16% | 99,16% |
18/11/2024 | 5,77% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 126 341 CHF | 44 614 CHF | 98,78% | 98,78% |
15/11/2024 | 5,86% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 124 553 CHF | 44 018 CHF | 99,17% | 99,17% |
14/11/2024 | 6,81% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 106 513 CHF | 38 004 CHF | 99,16% | 99,16% |
13/11/2024 | 6,51% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 111 691 CHF | 39 730 CHF | 98,93% | 98,93% |
12/11/2024 | 7,92% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 91 973 CHF | 33 158 CHF | 99,16% | 99,16% |
11/11/2024 | 9,03% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 79 475 CHF | 28 992 CHF | 99,16% | 99,16% |
08/11/2024 | 7,11% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 101 862 CHF | 36 454 CHF | 99,16% | 99,16% |
07/11/2024 | 7,17% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 101 026 CHF | 36 175 CHF | 98,26% | 98,26% |