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 | 2,58% | 0,37 CHF | 0,38 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 115 002 CHF | 29 500 CHF | 99,17% | 99,17% |
19/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 113 859 CHF | 29 215 CHF | 99,16% | 99,16% |
18/11/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 115 258 CHF | 29 564 CHF | 99,23% | 99,23% |
15/11/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 128 031 CHF | 32 758 CHF | 99,17% | 99,17% |
14/11/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 134 980 CHF | 34 495 CHF | 99,16% | 99,16% |
13/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 138 443 CHF | 35 361 CHF | 99,16% | 99,16% |
12/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 155 184 CHF | 39 546 CHF | 99,16% | 99,16% |
11/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 166 399 CHF | 42 350 CHF | 99,17% | 99,17% |
08/11/2024 | 1,81% | 0,51 CHF | 0,52 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 164 970 CHF | 41 993 CHF | 99,17% | 99,17% |
07/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 182 339 CHF | 46 335 CHF | 98,26% | 98,26% |