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 | 3,19% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 92 613 CHF | 31 871 CHF | 99,37% | 99,37% |
19/11/2024 | 3,01% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 98 327 CHF | 33 776 CHF | 99,38% | 99,38% |
18/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 98 004 CHF | 33 668 CHF | 97,17% | 97,17% |
15/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 89 971 CHF | 30 990 CHF | 99,38% | 99,38% |
14/11/2024 | 3,09% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 95 746 CHF | 32 915 CHF | 99,37% | 99,37% |
13/11/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 92 477 CHF | 31 826 CHF | 96,89% | 96,89% |
12/11/2024 | 2,85% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 103 813 CHF | 35 604 CHF | 96,79% | 96,79% |
11/11/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 108 537 CHF | 37 179 CHF | 98,25% | 98,25% |
08/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 113 720 CHF | 38 907 CHF | 99,27% | 99,27% |
07/11/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 480 CHF | 41 160 CHF | 98,69% | 98,69% |