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 | 3,97% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 360 CHF | 12 860 CHF | 99,97% | 99,97% |
19/11/2024 | 4,44% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 016 CHF | 11 516 CHF | 98,06% | 98,06% |
18/11/2024 | 4,20% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 685 CHF | 12 185 CHF | 99,90% | 99,90% |
15/11/2024 | 3,37% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 646 CHF | 15 146 CHF | 100,00% | 100,00% |
14/11/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 693 CHF | 15 193 CHF | 99,64% | 99,64% |
13/11/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 397 CHF | 17 897 CHF | 99,88% | 99,95% |
12/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 469 CHF | 19 969 CHF | 99,84% | 99,84% |
11/11/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 053 CHF | 22 553 CHF | 99,81% | 99,81% |
08/11/2024 | 2,13% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 261 CHF | 23 761 CHF | 99,81% | 99,88% |
07/11/2024 | 1,78% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 000 CHF | 28 500 CHF | 99,90% | 99,90% |