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 | 1,96% | 0,51 CHF | 0,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 252 026 CHF | 51 405 CHF | 99,27% | 99,27% |
19/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 280 087 CHF | 57 017 CHF | 99,27% | 99,27% |
18/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 247 478 CHF | 50 496 CHF | 99,27% | 99,27% |
15/11/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 230 575 CHF | 47 115 CHF | 99,27% | 99,27% |
14/11/2024 | 2,07% | 0,43 CHF | 0,44 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 239 265 CHF | 48 853 CHF | 99,27% | 99,27% |
13/11/2024 | 1,80% | 0,52 CHF | 0,53 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 276 201 CHF | 56 240 CHF | 99,27% | 99,27% |
12/11/2024 | 2,33% | 0,47 CHF | 0,48 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 212 631 CHF | 43 526 CHF | 99,25% | 99,25% |
11/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 199 764 CHF | 40 953 CHF | 99,27% | 99,27% |
08/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 228 885 CHF | 46 777 CHF | 99,25% | 99,25% |
07/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 240 049 CHF | 49 010 CHF | 1,12% | 1,12% |