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 | 5,82% | 0,16 CHF | 0,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 33 402 CHF | 35 402 CHF | 100,00% | 100,00% |
19/11/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 16 112 CHF | 17 112 CHF | 99,88% | 99,88% |
18/11/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 20 253 CHF | 21 253 CHF | 99,91% | 99,91% |
15/11/2024 | 4,59% | 0,21 CHF | 0,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 21 273 CHF | 22 273 CHF | 100,00% | 100,00% |
14/11/2024 | 4,68% | 0,22 CHF | 0,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 20 928 CHF | 21 928 CHF | 100,00% | 100,00% |
13/11/2024 | 5,36% | 0,18 CHF | 0,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 18 173 CHF | 19 173 CHF | 100,00% | 100,00% |
12/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 19 898 CHF | 20 898 CHF | 99,71% | 99,71% |
11/11/2024 | 4,72% | 0,22 CHF | 0,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 20 749 CHF | 21 749 CHF | 99,89% | 99,89% |
08/11/2024 | 4,95% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 19 762 CHF | 20 762 CHF | 100,00% | 100,00% |
07/11/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 25 103 CHF | 26 103 CHF | 99,91% | 99,91% |