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% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 99 994 | 97 754 CHF | 40 099 CHF | 99,38% | 99,38% |
19/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 96 556 CHF | 39 622 CHF | 99,38% | 99,38% |
18/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 119 437 CHF | 48 775 CHF | 99,38% | 99,38% |
15/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 124 589 CHF | 50 836 CHF | 99,37% | 99,37% |
14/11/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 142 996 CHF | 58 199 CHF | 99,38% | 99,38% |
13/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 156 102 CHF | 63 441 CHF | 99,04% | 99,04% |
12/11/2024 | 1,42% | 0,65 CHF | 0,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 175 343 CHF | 71 137 CHF | 99,11% | 99,11% |
11/11/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 173 000 CHF | 70 200 CHF | 99,38% | 99,38% |
08/11/2024 | 1,72% | 0,63 CHF | 0,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 144 449 CHF | 58 780 CHF | 99,38% | 99,38% |
07/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 123 928 CHF | 50 571 CHF | 98,69% | 98,69% |