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 | 4,08% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 100 792 | 100 793 | 24 255 CHF | 25 264 CHF | 99,96% | 99,96% |
19/11/2024 | 3,72% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 413 CHF | 27 413 CHF | 99,80% | 99,80% |
18/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 395 CHF | 27 395 CHF | 99,91% | 99,91% |
15/11/2024 | 4,02% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 111 350 | 111 349 | 27 107 CHF | 28 221 CHF | 100,00% | 100,00% |
14/11/2024 | 4,18% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 122 340 | 122 339 | 28 726 CHF | 29 949 CHF | 99,61% | 99,61% |
13/11/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 102 950 | 102 951 | 28 651 CHF | 29 681 CHF | 99,94% | 99,94% |
12/11/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 125 000 | 125 000 | 124 743 | 124 742 | 30 651 CHF | 31 898 CHF | 99,80% | 99,80% |
11/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 24 308 CHF | 25 558 CHF | 99,77% | 99,77% |
08/11/2024 | 4,71% | 0,22 CHF | 0,23 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 25 989 CHF | 27 239 CHF | 99,81% | 99,81% |
07/11/2024 | 6,01% | 0,17 CHF | 0,18 CHF | 125 000 | 125 000 | 144 017 | 144 015 | 23 213 CHF | 24 653 CHF | 99,89% | 99,89% |