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 | 3,14% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 31 394 CHF | 32 394 CHF | 99,39% | 99,39% |
19/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 423 CHF | 25 173 CHF | 99,31% | 99,31% |
18/11/2024 | 2,57% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 932 CHF | 29 682 CHF | 99,31% | 99,31% |
15/11/2024 | 2,20% | 0,43 CHF | 0,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 33 819 CHF | 34 569 CHF | 99,38% | 99,38% |
14/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 824 CHF | 40 574 CHF | 99,38% | 99,38% |
13/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 717 CHF | 44 467 CHF | 99,39% | 99,39% |
12/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 45 440 CHF | 46 190 CHF | 99,08% | 99,08% |
11/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 805 CHF | 48 555 CHF | 99,29% | 99,29% |
08/11/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 202 CHF | 47 952 CHF | 99,38% | 99,38% |
07/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 48 288 CHF | 49 038 CHF | 99,26% | 99,26% |