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 | 5,34% | 0,19 CHF | 0,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 45 568 CHF | 19 227 CHF | 99,37% | 99,37% |
19/11/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 54 104 CHF | 22 641 CHF | 99,38% | 99,38% |
18/11/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 936 CHF | 21 774 CHF | 99,38% | 99,38% |
15/11/2024 | 5,12% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 47 589 CHF | 20 036 CHF | 99,38% | 99,38% |
14/11/2024 | 4,96% | 0,19 CHF | 0,20 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 49 285 CHF | 20 714 CHF | 99,38% | 99,38% |
13/11/2024 | 4,77% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 307 CHF | 21 523 CHF | 99,37% | 99,37% |
12/11/2024 | 5,16% | 0,22 CHF | 0,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 47 593 CHF | 20 037 CHF | 99,37% | 99,37% |
11/11/2024 | 6,10% | 0,15 CHF | 0,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 39 813 CHF | 16 925 CHF | 99,38% | 99,38% |
08/11/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 41 578 CHF | 17 631 CHF | 99,37% | 99,37% |
07/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 45 000 CHF | 19 000 CHF | 1,12% | 1,12% |