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 | 2,59% | 0,39 CHF | 0,40 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 57 143 CHF | 19 548 CHF | 98,93% | 98,93% |
19/11/2024 | 3,02% | 0,36 CHF | 0,37 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 49 160 CHF | 16 887 CHF | 98,90% | 98,90% |
18/11/2024 | 3,47% | 0,30 CHF | 0,31 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 42 542 CHF | 14 681 CHF | 97,02% | 97,02% |
15/11/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 37 453 CHF | 12 984 CHF | 99,37% | 99,37% |
14/11/2024 | 3,32% | 0,28 CHF | 0,29 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 44 389 CHF | 15 296 CHF | 99,37% | 99,37% |
13/11/2024 | 2,69% | 0,33 CHF | 0,34 CHF | 150 000 | 50 000 | 150 000 | 49 998 | 55 197 CHF | 18 898 CHF | 96,85% | 96,85% |
12/11/2024 | 2,33% | 0,36 CHF | 0,37 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 63 853 CHF | 21 785 CHF | 96,82% | 96,82% |
11/11/2024 | 2,02% | 0,45 CHF | 0,46 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 73 492 CHF | 24 997 CHF | 98,88% | 98,88% |
08/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 150 000 | 50 000 | 149 998 | 50 000 | 71 295 CHF | 24 266 CHF | 93,76% | 93,76% |
07/11/2024 | 2,27% | 0,46 CHF | 0,47 CHF | 150 000 | 50 000 | 150 000 | 49 998 | 65 321 CHF | 22 272 CHF | 98,69% | 98,69% |