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% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 316 CHF | 21 816 CHF | 99,97% | 99,97% |
19/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 067 CHF | 19 567 CHF | 99,85% | 99,85% |
18/11/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 185 CHF | 20 685 CHF | 99,93% | 99,93% |
15/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 492 CHF | 20 992 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 507 CHF | 20 007 CHF | 99,66% | 99,66% |
13/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 091 CHF | 17 591 CHF | 99,96% | 99,96% |
12/11/2024 | 2,66% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 589 CHF | 19 089 CHF | 99,79% | 99,79% |
11/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 227 CHF | 19 727 CHF | 99,81% | 99,81% |
08/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 537 CHF | 19 037 CHF | 99,88% | 99,88% |
07/11/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 325 CHF | 19 825 CHF | 99,90% | 99,90% |