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 | 5,52% | 0,36 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 619 CHF | 18 619 CHF | 99,96% | 99,96% |
19/11/2024 | 6,22% | 0,33 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 607 CHF | 16 607 CHF | 99,85% | 99,85% |
18/11/2024 | 5,82% | 0,35 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 715 CHF | 17 715 CHF | 99,90% | 99,90% |
15/11/2024 | 4,47% | 0,37 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 986 CHF | 22 986 CHF | 100,00% | 100,00% |
14/11/2024 | 4,46% | 0,46 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 070 CHF | 23 070 CHF | 99,62% | 99,62% |
13/11/2024 | 3,57% | 0,52 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 568 CHF | 28 568 CHF | 99,95% | 99,95% |
12/11/2024 | 3,09% | 0,61 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 933 CHF | 32 933 CHF | 99,82% | 99,82% |
11/11/2024 | 2,63% | 0,71 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 598 CHF | 38 598 CHF | 99,81% | 99,81% |
08/11/2024 | 2,46% | 0,74 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 195 CHF | 41 195 CHF | 99,82% | 99,82% |
07/11/2024 | 1,94% | 0,93 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 509 CHF | 52 509 CHF | 99,89% | 99,89% |