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 | 4,82% | 0,18 CHF | 0,19 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 50 752 CHF | 15 976 CHF | 99,37% | 99,37% |
19/11/2024 | 5,65% | 0,17 CHF | 0,18 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 43 015 CHF | 13 654 CHF | 99,38% | 99,38% |
18/11/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 42 933 CHF | 13 630 CHF | 97,58% | 97,58% |
15/11/2024 | 4,99% | 0,17 CHF | 0,18 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 49 086 CHF | 15 476 CHF | 99,38% | 99,38% |
14/11/2024 | 4,35% | 0,21 CHF | 0,22 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 56 386 CHF | 17 666 CHF | 99,37% | 99,37% |
13/11/2024 | 4,22% | 0,22 CHF | 0,23 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 57 997 CHF | 18 149 CHF | 96,23% | 96,23% |
12/11/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 61 552 CHF | 19 216 CHF | 96,80% | 96,80% |
11/11/2024 | 3,71% | 0,25 CHF | 0,26 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 66 108 CHF | 20 582 CHF | 99,38% | 99,38% |
08/11/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 65 283 CHF | 20 335 CHF | 90,77% | 90,77% |
07/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 66 066 CHF | 20 570 CHF | 98,70% | 98,70% |