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 | 2,94% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 790 CHF | 17 290 CHF | 99,97% | 99,97% |
19/11/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 286 CHF | 16 786 CHF | 99,82% | 99,82% |
18/11/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 896 CHF | 19 396 CHF | 99,95% | 99,95% |
15/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 283 CHF | 21 783 CHF | 100,00% | 100,00% |
14/11/2024 | 2,61% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 064 CHF | 19 564 CHF | 96,02% | 96,02% |
13/11/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 052 CHF | 18 552 CHF | 99,97% | 99,97% |
12/11/2024 | 2,55% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 372 CHF | 19 872 CHF | 99,83% | 99,83% |
11/11/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 688 CHF | 25 188 CHF | 99,85% | 99,85% |
08/11/2024 | 1,98% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 49 987 | 25 064 CHF | 25 557 CHF | 99,86% | 99,86% |
07/11/2024 | 1,54% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 143 CHF | 32 643 CHF | 99,91% | 99,91% |