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 | 2,15% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 018 CHF | 23 518 CHF | 99,97% | 99,97% |
19/11/2024 | 2,09% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 798 CHF | 24 298 CHF | 99,79% | 99,79% |
18/11/2024 | 2,00% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 827 CHF | 25 327 CHF | 99,95% | 99,95% |
15/11/2024 | 2,01% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 776 CHF | 25 276 CHF | 100,00% | 100,00% |
14/11/2024 | 2,38% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 843 CHF | 21 343 CHF | 99,66% | 99,66% |
13/11/2024 | 2,81% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 575 CHF | 18 075 CHF | 99,95% | 99,95% |
12/11/2024 | 3,24% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 319 CHF | 15 819 CHF | 99,76% | 99,76% |
11/11/2024 | 1,94% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 588 CHF | 26 088 CHF | 99,82% | 99,82% |
08/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 151 CHF | 26 651 CHF | 99,83% | 99,83% |
07/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 720 CHF | 25 220 CHF | 99,90% | 99,90% |