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 | 3,25% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 317 665 | 100 000 | 96 083 CHF | 31 282 CHF | 99,17% | 99,17% |
19/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 450 000 | 100 000 | 433 334 | 100 000 | 121 407 CHF | 29 106 CHF | 99,16% | 99,16% |
18/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 395 268 | 100 000 | 127 061 CHF | 33 314 CHF | 99,22% | 99,22% |
15/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 450 000 | 100 000 | 445 457 | 100 000 | 145 222 CHF | 33 621 CHF | 99,17% | 99,17% |
14/11/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 137 232 CHF | 31 496 CHF | 99,15% | 99,15% |
13/11/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 131 101 CHF | 30 134 CHF | 99,16% | 99,16% |
12/11/2024 | 3,47% | 0,28 CHF | 0,29 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 127 570 CHF | 29 349 CHF | 99,16% | 99,16% |
11/11/2024 | 2,70% | 0,34 CHF | 0,35 CHF | 450 000 | 100 000 | 301 971 | 100 000 | 110 177 CHF | 37 502 CHF | 99,16% | 99,16% |
08/11/2024 | 3,09% | 0,34 CHF | 0,35 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 143 411 CHF | 32 869 CHF | 99,17% | 99,17% |
07/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 141 694 CHF | 32 488 CHF | 98,19% | 98,19% |