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 | 3,08% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 32 027 CHF | 33 027 CHF | 99,39% | 99,39% |
19/11/2024 | 3,40% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 490 CHF | 14 990 CHF | 99,28% | 99,28% |
18/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 262 CHF | 18 762 CHF | 99,31% | 99,31% |
15/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 451 CHF | 18 951 CHF | 99,39% | 99,39% |
14/11/2024 | 3,34% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 766 CHF | 15 266 CHF | 99,37% | 99,37% |
13/11/2024 | 3,17% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 622 CHF | 16 122 CHF | 99,38% | 99,38% |
12/11/2024 | 2,78% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 788 CHF | 18 288 CHF | 99,10% | 99,10% |
11/11/2024 | 1,95% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 352 CHF | 25 852 CHF | 99,28% | 99,28% |
08/11/2024 | 2,26% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 951 CHF | 22 451 CHF | 99,39% | 99,39% |
07/11/2024 | 1,69% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 384 CHF | 29 884 CHF | 99,28% | 99,28% |