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 | 2,45% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 163 CHF | 20 663 CHF | 100,00% | 100,00% |
19/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 499 CHF | 20 999 CHF | 99,66% | 99,66% |
18/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 506 CHF | 22 006 CHF | 100,00% | 100,00% |
15/11/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 151 CHF | 22 651 CHF | 100,00% | 100,00% |
14/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 975 CHF | 22 475 CHF | 100,00% | 100,00% |
13/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 582 CHF | 22 082 CHF | 100,00% | 100,00% |
12/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 286 CHF | 21 786 CHF | 100,00% | 100,00% |
11/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 388 CHF | 20 888 CHF | 100,00% | 100,00% |
08/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 588 CHF | 20 088 CHF | 100,00% | 100,00% |
07/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 785 CHF | 20 285 CHF | 100,00% | 100,00% |