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 | 2,30% | 0,40 CHF | 0,41 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 107 615 CHF | 33 035 CHF | 99,38% | 99,38% |
19/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 99 918 CHF | 30 726 CHF | 99,38% | 99,38% |
18/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 100 046 CHF | 30 764 CHF | 97,61% | 97,61% |
15/11/2024 | 2,33% | 0,39 CHF | 0,40 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 106 258 CHF | 32 627 CHF | 99,38% | 99,38% |
14/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 113 752 CHF | 34 876 CHF | 99,37% | 99,37% |
13/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 114 648 CHF | 35 144 CHF | 96,38% | 96,38% |
12/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 118 118 CHF | 36 185 CHF | 96,78% | 96,78% |
11/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 122 302 CHF | 37 441 CHF | 99,38% | 99,38% |
08/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 120 483 CHF | 36 895 CHF | 90,78% | 90,78% |
07/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 122 263 CHF | 37 429 CHF | 98,69% | 98,69% |