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 | 2,23% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 33 352 CHF | 34 102 CHF | 99,96% | 99,96% |
19/11/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 622 CHF | 36 372 CHF | 99,86% | 99,86% |
18/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 37 260 CHF | 38 010 CHF | 99,89% | 99,89% |
15/11/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 001 CHF | 36 751 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 495 CHF | 39 245 CHF | 99,66% | 99,66% |
13/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 42 672 CHF | 43 422 CHF | 99,95% | 99,95% |
12/11/2024 | 2,22% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 33 508 CHF | 34 258 CHF | 99,83% | 99,83% |
11/11/2024 | 2,99% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 96 133 | 96 133 | 31 625 CHF | 32 586 CHF | 99,77% | 99,77% |
08/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 100 000 | 100 000 | 98 958 | 98 957 | 35 054 CHF | 36 043 CHF | 99,84% | 99,84% |
07/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 34 808 CHF | 35 808 CHF | 99,88% | 99,88% |