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 | 6,10% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 48 213 CHF | 17 071 CHF | 97,82% | 97,82% |
19/11/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 56 901 CHF | 19 967 CHF | 94,33% | 94,33% |
18/11/2024 | 4,39% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 67 382 CHF | 23 461 CHF | 94,57% | 94,57% |
15/11/2024 | 4,52% | 0,27 CHF | 0,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 65 727 CHF | 22 909 CHF | 96,42% | 96,42% |
14/11/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 63 663 CHF | 22 221 CHF | 97,74% | 97,74% |
13/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 67 797 CHF | 23 599 CHF | 94,82% | 94,82% |
12/11/2024 | 3,71% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 79 470 CHF | 27 490 CHF | 96,47% | 96,47% |
11/11/2024 | 3,47% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 85 159 CHF | 29 386 CHF | 97,79% | 97,79% |
08/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 98 275 CHF | 33 758 CHF | 92,39% | 92,39% |
07/11/2024 | 2,83% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 721 CHF | 35 907 CHF | 98,20% | 98,20% |