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 | 2,13% | 0,45 CHF | 0,47 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 92 717 CHF | 94 717 CHF | 13,10% | 98,98% |
19/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 85 458 CHF | 87 458 CHF | 100,00% | 100,00% |
18/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 89 523 CHF | 91 523 CHF | 100,00% | 100,00% |
15/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 85 229 CHF | 87 229 CHF | 100,00% | 100,00% |
14/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 83 465 CHF | 85 465 CHF | 99,22% | 99,22% |
13/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 198 235 | 197 504 | 82 042 CHF | 83 710 CHF | 99,36% | 99,36% |
12/11/2024 | 2,28% | 0,40 CHF | 0,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 86 995 CHF | 88 995 CHF | 100,00% | 100,00% |
11/11/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 101 463 CHF | 103 463 CHF | 100,00% | 100,00% |
08/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 100 489 CHF | 102 489 CHF | 100,00% | 100,00% |
07/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 200 000 | 200 000 | 195 312 | 193 489 | 95 848 CHF | 96 926 CHF | 98,73% | 98,73% |