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 | 1,99% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 622 CHF | 50 874 CHF | 97,83% | 97,83% |
19/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 141 034 CHF | 48 012 CHF | 94,32% | 94,32% |
18/11/2024 | 2,26% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 131 259 CHF | 44 753 CHF | 94,37% | 94,37% |
15/11/2024 | 2,22% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 134 140 CHF | 45 713 CHF | 96,44% | 96,44% |
14/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 135 806 CHF | 46 269 CHF | 97,73% | 97,73% |
13/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 131 955 CHF | 44 985 CHF | 94,88% | 94,88% |
12/11/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 088 CHF | 41 029 CHF | 96,31% | 96,31% |
11/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 115 119 CHF | 39 373 CHF | 97,81% | 97,81% |
08/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 102 828 CHF | 35 276 CHF | 92,35% | 92,35% |
07/11/2024 | 3,04% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 97 359 CHF | 33 453 CHF | 98,22% | 98,22% |