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 | 2,18% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 354 CHF | 46 451 CHF | 99,37% | 99,37% |
19/11/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 698 CHF | 47 233 CHF | 98,90% | 98,90% |
18/11/2024 | 2,30% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 129 317 CHF | 44 106 CHF | 97,64% | 97,64% |
15/11/2024 | 1,65% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 383 CHF | 61 128 CHF | 99,37% | 99,37% |
14/11/2024 | 1,43% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 148 CHF | 70 383 CHF | 99,37% | 99,37% |
13/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 495 CHF | 46 832 CHF | 96,90% | 96,90% |
12/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 155 877 CHF | 52 959 CHF | 96,91% | 96,91% |
11/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 225 CHF | 50 742 CHF | 99,39% | 99,39% |
08/11/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 273 CHF | 45 424 CHF | 91,28% | 91,28% |
07/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 347 CHF | 44 449 CHF | 98,69% | 98,69% |