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 | 4,99% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 48 897 CHF | 20 559 CHF | 99,37% | 99,37% |
19/11/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 59 119 CHF | 24 648 CHF | 99,38% | 99,38% |
18/11/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 56 682 CHF | 23 673 CHF | 99,38% | 99,38% |
15/11/2024 | 4,75% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 399 CHF | 21 559 CHF | 99,38% | 99,38% |
14/11/2024 | 4,57% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 53 645 CHF | 22 458 CHF | 99,37% | 99,37% |
13/11/2024 | 4,40% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 55 753 CHF | 23 301 CHF | 99,37% | 99,37% |
12/11/2024 | 4,80% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 273 CHF | 21 509 CHF | 99,37% | 99,37% |
11/11/2024 | 5,80% | 0,16 CHF | 0,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 41 937 CHF | 17 775 CHF | 99,37% | 99,37% |
08/11/2024 | 5,55% | 0,16 CHF | 0,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 43 904 CHF | 18 562 CHF | 99,37% | 99,37% |
07/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 50 000 CHF | 21 000 CHF | 1,12% | 1,12% |