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 | 2,05% | 0,47 CHF | 0,48 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 72 467 CHF | 24 656 CHF | 99,38% | 99,38% |
19/11/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 71 395 CHF | 24 298 CHF | 99,38% | 99,38% |
18/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 67 270 CHF | 22 923 CHF | 97,61% | 97,61% |
15/11/2024 | 1,86% | 0,47 CHF | 0,48 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 80 192 CHF | 27 231 CHF | 99,38% | 99,38% |
14/11/2024 | 1,80% | 0,51 CHF | 0,52 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 84 014 CHF | 28 505 CHF | 93,44% | 93,44% |
13/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 101 976 CHF | 34 492 CHF | 96,85% | 96,85% |
12/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 103 616 CHF | 35 039 CHF | 96,85% | 96,85% |
11/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 105 855 CHF | 35 785 CHF | 99,14% | 99,14% |
08/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 106 750 CHF | 36 083 CHF | 90,38% | 90,38% |
07/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 106 375 CHF | 35 958 CHF | 97,31% | 97,31% |