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 | 3,60% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 249 999 | 99 996 | 68 273 CHF | 28 308 CHF | 99,38% | 99,38% |
19/11/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 249 990 | 99 968 | 67 357 CHF | 27 935 CHF | 99,38% | 99,38% |
18/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 86 083 CHF | 35 433 CHF | 99,38% | 99,38% |
15/11/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 90 703 CHF | 37 281 CHF | 99,37% | 99,37% |
14/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 105 956 CHF | 43 383 CHF | 99,38% | 99,38% |
13/11/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 250 000 | 85 000 | 250 000 | 99 997 | 116 755 CHF | 47 701 CHF | 99,04% | 99,04% |
12/11/2024 | 1,86% | 0,49 CHF | 0,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 133 155 CHF | 54 262 CHF | 99,11% | 99,11% |
11/11/2024 | 1,90% | 0,56 CHF | 0,57 CHF | 250 000 | 100 000 | 249 988 | 100 000 | 130 920 CHF | 53 371 CHF | 99,38% | 99,38% |
08/11/2024 | 2,31% | 0,47 CHF | 0,48 CHF | 250 000 | 100 000 | 249 997 | 100 000 | 107 186 CHF | 43 875 CHF | 99,38% | 99,38% |
07/11/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 90 040 CHF | 37 016 CHF | 98,69% | 98,69% |