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 | 5,12% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 547 CHF | 10 047 CHF | 99,97% | 99,97% |
19/11/2024 | 5,18% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 451 CHF | 9 951 CHF | 99,82% | 99,82% |
18/11/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 807 CHF | 12 307 CHF | 99,93% | 99,93% |
15/11/2024 | 3,92% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 49 958 | 50 000 | 12 500 CHF | 13 010 CHF | 100,00% | 100,00% |
14/11/2024 | 4,63% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 49 977 | 10 614 CHF | 11 110 CHF | 99,64% | 99,64% |
13/11/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 974 CHF | 11 474 CHF | 99,95% | 99,95% |
12/11/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 49 978 | 12 700 CHF | 13 194 CHF | 99,81% | 99,81% |
11/11/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 072 CHF | 18 572 CHF | 99,80% | 99,80% |
08/11/2024 | 2,83% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 448 CHF | 17 948 CHF | 99,84% | 99,84% |
07/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 820 CHF | 21 320 CHF | 99,90% | 99,90% |