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 | 3,38% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 547 CHF | 15 047 CHF | 99,96% | 99,96% |
19/11/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 338 CHF | 13 838 CHF | 99,76% | 99,76% |
18/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 572 CHF | 16 072 CHF | 99,88% | 99,88% |
15/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 738 CHF | 16 238 CHF | 100,00% | 100,00% |
14/11/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 662 CHF | 15 162 CHF | 99,63% | 99,63% |
13/11/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 759 CHF | 14 259 CHF | 99,96% | 99,96% |
12/11/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 571 CHF | 14 071 CHF | 99,83% | 99,83% |
11/11/2024 | 2,78% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 747 CHF | 18 247 CHF | 99,80% | 99,80% |
08/11/2024 | 3,20% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 405 CHF | 15 905 CHF | 99,86% | 99,86% |
07/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 201 CHF | 15 701 CHF | 99,89% | 99,89% |