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 | 2,32% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 127 739 CHF | 43 580 CHF | 99,33% | 99,33% |
19/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 110 917 CHF | 37 972 CHF | 96,67% | 96,67% |
18/11/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 579 CHF | 38 193 CHF | 97,60% | 97,60% |
15/11/2024 | 2,36% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 933 CHF | 42 978 CHF | 96,62% | 96,62% |
14/11/2024 | 2,10% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 141 398 CHF | 48 133 CHF | 99,30% | 99,30% |
13/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 145 057 CHF | 49 353 CHF | 98,76% | 98,76% |
12/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 152 853 CHF | 51 951 CHF | 99,35% | 99,35% |
11/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 916 CHF | 54 972 CHF | 73,80% | 99,31% |
08/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 681 CHF | 54 560 CHF | 99,35% | 99,35% |
07/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 821 CHF | 55 607 CHF | 98,61% | 98,61% |