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 | 4,50% | 0,16 CHF | 0,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 43 918 CHF | 45 918 CHF | 99,53% | 99,53% |
19/11/2024 | 4,43% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 44 540 CHF | 46 540 CHF | 99,56% | 99,56% |
18/11/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 61 249 CHF | 63 249 CHF | 99,57% | 99,57% |
15/11/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 142 CHF | 57 142 CHF | 98,92% | 98,92% |
14/11/2024 | 5,27% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 38 130 CHF | 40 130 CHF | 98,73% | 98,73% |
13/11/2024 | 8,19% | 0,10 CHF | 0,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 24 206 CHF | 26 206 CHF | 96,16% | 96,69% |
12/11/2024 | 3,96% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 50 271 CHF | 52 271 CHF | 99,44% | 99,44% |
11/11/2024 | 4,22% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 47 002 CHF | 49 002 CHF | 99,57% | 99,57% |