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 | 2,49% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 901 CHF | 20 401 CHF | 99,97% | 99,97% |
19/11/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 69 536 | 69 534 | 24 952 CHF | 25 647 CHF | 99,76% | 99,76% |
18/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 470 | 50 470 | 19 856 CHF | 20 361 CHF | 99,90% | 99,90% |
15/11/2024 | 2,63% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 56 011 | 56 011 | 20 935 CHF | 21 495 CHF | 100,00% | 100,00% |
14/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 463 | 50 463 | 20 867 CHF | 21 372 CHF | 99,65% | 99,65% |
13/11/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 53 037 | 53 037 | 21 398 CHF | 21 928 CHF | 99,94% | 99,94% |
12/11/2024 | 2,13% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 268 CHF | 23 768 CHF | 99,75% | 99,75% |
11/11/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 960 CHF | 26 460 CHF | 99,82% | 99,82% |
08/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 726 CHF | 23 226 CHF | 99,85% | 99,85% |
07/11/2024 | 2,14% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 176 CHF | 23 676 CHF | 99,90% | 99,90% |