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 | 2,12% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 335 CHF | 23 835 CHF | 99,98% | 99,98% |
19/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 607 CHF | 24 107 CHF | 99,85% | 99,85% |
18/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 764 CHF | 23 264 CHF | 99,95% | 99,95% |
15/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 079 CHF | 21 579 CHF | 100,00% | 100,00% |
14/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 840 CHF | 20 340 CHF | 99,74% | 99,74% |
13/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 260 CHF | 20 760 CHF | 99,94% | 99,94% |
12/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 49 989 | 50 000 | 20 411 CHF | 20 916 CHF | 99,75% | 99,75% |
11/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 081 CHF | 20 581 CHF | 99,83% | 99,83% |
08/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 021 CHF | 20 521 CHF | 99,82% | 99,82% |
07/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 815 CHF | 20 315 CHF | 99,90% | 99,90% |