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 | 2,82% | 0,36 CHF | 0,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 70 007 CHF | 72 007 CHF | 99,81% | 99,81% |
19/11/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 80 393 CHF | 82 393 CHF | 99,72% | 99,72% |
18/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 73 963 CHF | 75 963 CHF | 99,71% | 99,71% |
15/11/2024 | 3,00% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 65 697 CHF | 67 697 CHF | 99,81% | 99,81% |
14/11/2024 | 3,15% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 62 651 CHF | 64 651 CHF | 99,81% | 99,81% |
13/11/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 66 487 CHF | 68 487 CHF | 99,81% | 99,81% |
12/11/2024 | 3,41% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 57 823 CHF | 59 823 CHF | 99,50% | 99,50% |
11/11/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 061 CHF | 53 061 CHF | 99,72% | 99,72% |
08/11/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 58 791 CHF | 60 791 CHF | 99,81% | 99,81% |
07/11/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 594 CHF | 55 594 CHF | 95,70% | 95,70% |