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 | 2,35% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 500 CHF | 43 167 CHF | 98,86% | 98,86% |
19/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 154 CHF | 43 051 CHF | 90,63% | 90,63% |
18/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 921 CHF | 46 640 CHF | 95,04% | 95,04% |
15/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 182 CHF | 46 394 CHF | 98,36% | 98,36% |
14/11/2024 | 2,51% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 725 CHF | 40 575 CHF | 98,89% | 98,89% |
13/11/2024 | 2,67% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 277 CHF | 38 093 CHF | 96,36% | 96,36% |
12/11/2024 | 2,19% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 135 687 CHF | 46 229 CHF | 96,15% | 96,15% |
11/11/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 144 742 CHF | 49 247 CHF | 98,72% | 98,72% |
08/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 139 821 CHF | 47 607 CHF | 98,84% | 98,84% |
07/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 192 CHF | 46 731 CHF | 98,17% | 98,17% |