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 | 6,04% | 0,16 CHF | 0,17 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 20 086 CHF | 21 336 CHF | 99,57% | 99,57% |
19/11/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 20 360 CHF | 21 610 CHF | 99,57% | 99,57% |
18/11/2024 | 5,27% | 0,17 CHF | 0,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 18 491 CHF | 19 491 CHF | 99,42% | 99,49% |
15/11/2024 | 4,66% | 0,20 CHF | 0,21 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 18 891 CHF | 19 791 CHF | 98,82% | 98,88% |
14/11/2024 | 4,01% | 0,23 CHF | 0,24 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 19 692 CHF | 20 492 CHF | 99,03% | 99,03% |
13/11/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 21 754 CHF | 22 554 CHF | 99,51% | 99,51% |
12/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 19 803 CHF | 20 503 CHF | 99,54% | 99,54% |
11/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 23 890 CHF | 24 690 CHF | 99,49% | 99,49% |
08/11/2024 | 3,35% | 0,28 CHF | 0,29 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 23 493 CHF | 24 293 CHF | 99,55% | 99,55% |
07/11/2024 | 3,29% | 0,29 CHF | 0,30 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 23 906 CHF | 24 706 CHF | 99,42% | 99,50% |