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 | 2,09% | 0,40 CHF | 0,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 94 509 CHF | 96 509 CHF | 95,88% | 95,88% |
19/11/2024 | 2,38% | 0,45 CHF | 0,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 83 104 CHF | 85 104 CHF | 99,61% | 99,61% |
18/11/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 41 393 CHF | 42 393 CHF | 95,75% | 95,75% |
15/11/2024 | 2,18% | 0,42 CHF | 0,43 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 68 006 CHF | 69 506 CHF | 95,83% | 95,83% |
14/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 79 159 CHF | 80 659 CHF | 95,84% | 95,84% |
13/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 77 586 CHF | 79 086 CHF | 99,84% | 99,84% |
12/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 78 088 CHF | 79 588 CHF | 99,66% | 99,66% |
11/11/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 83 219 CHF | 84 719 CHF | 95,67% | 95,67% |
08/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 76 575 CHF | 78 075 CHF | 99,93% | 99,93% |
07/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 73 897 CHF | 75 397 CHF | 95,75% | 95,75% |