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 | 5,70% | 0,17 CHF | 0,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 42 580 CHF | 18 032 CHF | 99,17% | 99,17% |
19/11/2024 | 5,87% | 0,17 CHF | 0,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 41 410 CHF | 17 564 CHF | 99,17% | 99,17% |
18/11/2024 | 5,57% | 0,16 CHF | 0,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 43 724 CHF | 18 489 CHF | 99,23% | 99,23% |
15/11/2024 | 5,59% | 0,19 CHF | 0,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 43 495 CHF | 18 398 CHF | 99,17% | 99,17% |
14/11/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 41 922 CHF | 17 769 CHF | 99,16% | 99,16% |
13/11/2024 | 6,18% | 0,15 CHF | 0,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 39 264 CHF | 16 706 CHF | 99,17% | 99,17% |
12/11/2024 | 6,51% | 0,14 CHF | 0,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 37 208 CHF | 15 883 CHF | 99,17% | 99,17% |
11/11/2024 | 5,40% | 0,17 CHF | 0,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 45 116 CHF | 19 046 CHF | 99,17% | 99,17% |
08/11/2024 | 5,51% | 0,18 CHF | 0,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 44 125 CHF | 18 650 CHF | 99,17% | 99,17% |
07/11/2024 | 5,47% | 0,17 CHF | 0,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 44 511 CHF | 18 805 CHF | 98,65% | 98,65% |