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 | 2,53% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 564 CHF | 20 064 CHF | 99,73% | 99,73% |
19/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 929 CHF | 20 429 CHF | 99,85% | 99,85% |
18/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 555 CHF | 22 055 CHF | 100,00% | 100,00% |
15/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 694 CHF | 23 194 CHF | 100,00% | 100,00% |
14/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 868 CHF | 23 368 CHF | 100,00% | 100,00% |
13/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 929 CHF | 22 429 CHF | 99,93% | 99,93% |
12/11/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 984 CHF | 23 484 CHF | 100,00% | 100,00% |
11/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 261 CHF | 25 761 CHF | 99,66% | 99,66% |
08/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 49 996 | 25 191 CHF | 25 689 CHF | 100,00% | 100,00% |
07/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 729 CHF | 28 229 CHF | 99,68% | 99,68% |