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 | 1,68% | 0,64 CHF | 0,65 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 147 376 CHF | 59 950 CHF | 99,38% | 99,38% |
19/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 154 113 CHF | 62 645 CHF | 99,38% | 99,38% |
18/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 149 231 CHF | 60 693 CHF | 99,38% | 99,38% |
15/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 136 637 CHF | 55 655 CHF | 99,37% | 99,37% |
14/11/2024 | 1,83% | 0,52 CHF | 0,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 135 305 CHF | 55 122 CHF | 99,38% | 99,38% |
13/11/2024 | 1,69% | 0,55 CHF | 0,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 146 616 CHF | 59 647 CHF | 99,38% | 99,38% |
12/11/2024 | 1,86% | 0,60 CHF | 0,61 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 133 269 CHF | 54 308 CHF | 99,11% | 99,11% |
11/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 122 286 CHF | 49 914 CHF | 99,38% | 99,38% |
08/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 134 109 CHF | 54 644 CHF | 99,38% | 99,38% |
07/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 134 687 CHF | 54 875 CHF | 98,69% | 98,69% |