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 | 4,41% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 110 833 CHF | 115 833 CHF | 99,54% | 99,54% |
19/11/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 137 416 CHF | 143 416 CHF | 99,50% | 99,50% |
18/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 132 509 CHF | 138 509 CHF | 99,58% | 99,58% |
15/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 111 271 CHF | 116 271 CHF | 98,84% | 98,89% |
14/11/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 114 941 CHF | 119 941 CHF | 99,53% | 99,58% |
13/11/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 112 382 CHF | 117 382 CHF | 99,59% | 99,59% |
12/11/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 136 559 CHF | 142 559 CHF | 99,55% | 99,55% |
11/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 106 806 CHF | 111 806 CHF | 99,58% | 99,58% |
08/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 132 313 CHF | 138 313 CHF | 99,49% | 99,49% |
07/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 129 593 CHF | 135 593 CHF | 99,52% | 99,52% |