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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 107 377 CHF | 18 396 CHF | 99,17% | 99,17% |
22/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 104 188 CHF | 17 865 CHF | 99,17% | 99,17% |
20/11/2024 | 2,64% | 0,34 CHF | 0,35 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 112 541 CHF | 19 257 CHF | 99,17% | 99,17% |
19/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 102 894 CHF | 17 649 CHF | 99,16% | 99,16% |
18/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 115 606 CHF | 19 768 CHF | 99,23% | 99,23% |
15/11/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 138 464 CHF | 23 577 CHF | 99,17% | 99,17% |
14/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 161 228 CHF | 27 371 CHF | 99,15% | 99,15% |
13/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 163 381 CHF | 27 730 CHF | 99,16% | 99,16% |
12/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 162 130 CHF | 27 522 CHF | 99,16% | 99,16% |
11/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 176 970 CHF | 29 995 CHF | 99,16% | 99,16% |