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 | 2,91% | 0,32 CHF | 0,33 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 50 878 CHF | 17 459 CHF | 99,38% | 99,38% |
19/11/2024 | 2,97% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 49 889 CHF | 17 130 CHF | 99,38% | 99,38% |
18/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 45 220 CHF | 15 573 CHF | 97,52% | 97,52% |
15/11/2024 | 2,56% | 0,32 CHF | 0,33 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 58 116 CHF | 19 872 CHF | 99,37% | 99,37% |
14/11/2024 | 2,46% | 0,36 CHF | 0,37 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 62 057 CHF | 21 186 CHF | 93,45% | 93,45% |
13/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 80 216 CHF | 27 239 CHF | 96,89% | 96,89% |
12/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 81 697 CHF | 27 732 CHF | 96,80% | 96,80% |
11/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 83 743 CHF | 28 414 CHF | 99,14% | 99,14% |
08/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 85 108 CHF | 28 869 CHF | 90,38% | 90,38% |
07/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 85 000 CHF | 28 833 CHF | 97,29% | 97,29% |