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 | 3,87% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 691 CHF | 13 191 CHF | 99,95% | 99,95% |
19/11/2024 | 4,14% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 849 CHF | 12 349 CHF | 99,82% | 99,82% |
18/11/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 248 CHF | 11 748 CHF | 99,93% | 99,93% |
15/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 750 CHF | 12 250 CHF | 100,00% | 100,00% |
14/11/2024 | 4,46% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 980 CHF | 11 480 CHF | 99,63% | 99,63% |
13/11/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 751 CHF | 10 251 CHF | 99,96% | 99,96% |
12/11/2024 | 3,81% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 915 CHF | 13 415 CHF | 99,83% | 99,83% |
11/11/2024 | 3,03% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 291 CHF | 16 791 CHF | 99,81% | 99,81% |
08/11/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 787 CHF | 16 287 CHF | 99,82% | 99,82% |
07/11/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 074 CHF | 16 574 CHF | 99,88% | 99,88% |