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 | 7,47% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 96 824 CHF | 34 775 CHF | 99,37% | 99,37% |
19/11/2024 | 7,80% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 92 569 CHF | 33 357 CHF | 99,37% | 99,37% |
18/11/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 108 811 CHF | 38 770 CHF | 99,22% | 99,22% |
15/11/2024 | 5,46% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 133 911 CHF | 47 137 CHF | 99,37% | 99,37% |
14/11/2024 | 4,54% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 161 531 CHF | 56 344 CHF | 99,37% | 99,37% |
13/11/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 159 567 CHF | 55 689 CHF | 99,37% | 99,37% |
12/11/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 185 370 CHF | 64 290 CHF | 99,37% | 99,37% |
11/11/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 205 204 CHF | 70 901 CHF | 99,37% | 99,37% |
08/11/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 180 661 CHF | 62 720 CHF | 99,36% | 99,36% |
07/11/2024 | 4,44% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 165 801 CHF | 57 767 CHF | 99,28% | 99,28% |