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 | 2,00% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 252 697 | 84 232 | 124 607 CHF | 42 378 CHF | 99,38% | 99,38% |
19/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 294 092 | 98 031 | 137 972 CHF | 46 971 CHF | 99,37% | 99,37% |
18/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 264 279 | 88 093 | 129 604 CHF | 44 082 CHF | 99,38% | 99,38% |
15/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 276 598 | 92 199 | 141 356 CHF | 48 041 CHF | 99,36% | 99,36% |
14/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 270 491 | 90 164 | 140 448 CHF | 47 718 CHF | 99,38% | 99,38% |
13/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 284 304 | 94 768 | 143 415 CHF | 48 753 CHF | 99,37% | 99,37% |
12/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 269 096 | 89 699 | 146 678 CHF | 49 790 CHF | 99,15% | 99,15% |
11/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 128 357 CHF | 43 536 CHF | 99,38% | 99,38% |
08/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 298 507 | 99 502 | 156 082 CHF | 53 022 CHF | 99,38% | 99,38% |
07/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 287 914 | 95 971 | 152 733 CHF | 51 871 CHF | 98,58% | 98,58% |