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 | 2,03% | 0,46 CHF | 0,47 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 73 426 CHF | 74 926 CHF | 99,80% | 99,80% |
19/11/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 72 745 CHF | 74 245 CHF | 99,85% | 99,85% |
18/11/2024 | 2,04% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 72 743 CHF | 74 243 CHF | 100,00% | 100,00% |
15/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 77 643 CHF | 79 143 CHF | 100,00% | 100,00% |
14/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 80 345 CHF | 81 845 CHF | 100,00% | 100,00% |
13/11/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 66 760 CHF | 68 260 CHF | 99,97% | 99,97% |
12/11/2024 | 2,10% | 0,44 CHF | 0,45 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 70 861 CHF | 72 361 CHF | 100,00% | 100,00% |
11/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 79 495 CHF | 80 995 CHF | 99,77% | 99,77% |
08/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 82 144 CHF | 83 644 CHF | 100,00% | 100,00% |
07/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 90 931 CHF | 92 431 CHF | 99,70% | 99,70% |