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 | 3,17% | 0,32 CHF | 0,33 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 155 516 CHF | 32 103 CHF | 99,27% | 99,27% |
19/11/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 133 763 CHF | 27 753 CHF | 99,27% | 99,27% |
18/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 133 143 CHF | 27 629 CHF | 99,27% | 99,27% |
15/11/2024 | 3,40% | 0,26 CHF | 0,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 144 703 CHF | 29 941 CHF | 99,27% | 99,27% |
14/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 162 222 CHF | 33 444 CHF | 99,27% | 99,27% |
13/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 174 910 CHF | 35 982 CHF | 99,27% | 99,27% |
12/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 196 488 CHF | 40 298 CHF | 99,25% | 99,25% |
11/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 164 397 CHF | 33 880 CHF | 99,27% | 99,27% |
08/11/2024 | 3,30% | 0,28 CHF | 0,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 149 249 CHF | 30 850 CHF | 99,25% | 99,25% |
07/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 165 000 CHF | 34 000 CHF | 1,12% | 1,12% |