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 | 2,60% | 0,39 CHF | 0,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 76 006 CHF | 78 006 CHF | 99,81% | 99,81% |
19/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 86 392 CHF | 88 392 CHF | 99,72% | 99,72% |
18/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 79 962 CHF | 81 962 CHF | 99,71% | 99,71% |
15/11/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 71 696 CHF | 73 696 CHF | 99,81% | 99,81% |
14/11/2024 | 2,87% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 68 651 CHF | 70 651 CHF | 99,81% | 99,81% |
13/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 72 486 CHF | 74 486 CHF | 99,81% | 99,81% |
12/11/2024 | 3,09% | 0,36 CHF | 0,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 63 821 CHF | 65 821 CHF | 99,51% | 99,51% |
11/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 57 060 CHF | 59 060 CHF | 99,72% | 99,72% |
08/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 64 790 CHF | 66 790 CHF | 99,81% | 99,81% |
07/11/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 59 594 CHF | 61 594 CHF | 95,70% | 95,70% |