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 | 2,98% | 0,30 CHF | 0,31 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 99 479 CHF | 17 080 CHF | 99,16% | 99,16% |
19/11/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 300 000 | 50 000 | 300 354 | 50 000 | 91 834 CHF | 15 789 CHF | 99,17% | 99,17% |
18/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 93 159 CHF | 16 027 CHF | 99,23% | 99,23% |
15/11/2024 | 2,81% | 0,33 CHF | 0,34 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 105 426 CHF | 18 071 CHF | 99,17% | 99,17% |
14/11/2024 | 2,67% | 0,41 CHF | 0,42 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 111 063 CHF | 19 011 CHF | 99,15% | 99,15% |
13/11/2024 | 3,19% | 0,32 CHF | 0,33 CHF | 300 000 | 50 000 | 403 014 | 50 000 | 123 711 CHF | 16 008 CHF | 99,16% | 99,16% |
12/11/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 109 118 CHF | 18 686 CHF | 99,16% | 99,16% |
11/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 136 696 CHF | 23 283 CHF | 99,16% | 99,16% |
08/11/2024 | 2,31% | 0,40 CHF | 0,41 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 128 513 CHF | 21 919 CHF | 99,16% | 99,16% |
07/11/2024 | 1,95% | 0,48 CHF | 0,49 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 152 336 CHF | 25 889 CHF | 98,18% | 98,18% |