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 | 1,64% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 313 CHF | 30 813 CHF | 99,97% | 99,97% |
19/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 053 CHF | 23 553 CHF | 99,84% | 99,84% |
18/11/2024 | 1,87% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 749 CHF | 27 249 CHF | 99,89% | 99,89% |
15/11/2024 | 1,81% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 651 CHF | 28 151 CHF | 100,00% | 100,00% |
14/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 661 CHF | 25 161 CHF | 99,55% | 99,55% |
13/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 851 CHF | 18 351 CHF | 99,95% | 99,95% |
12/11/2024 | 2,25% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 009 CHF | 22 509 CHF | 99,78% | 99,78% |
11/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 251 CHF | 24 751 CHF | 99,78% | 99,78% |
08/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 316 CHF | 22 816 CHF | 99,83% | 99,83% |
07/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 799 CHF | 25 299 CHF | 99,91% | 99,91% |