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 | 3,02% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 376 CHF | 16 876 CHF | 99,96% | 99,96% |
19/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 653 CHF | 17 153 CHF | 99,74% | 99,74% |
18/11/2024 | 3,19% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 475 CHF | 15 975 CHF | 99,88% | 99,88% |
15/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 088 CHF | 14 588 CHF | 100,00% | 100,00% |
14/11/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 181 CHF | 15 681 CHF | 99,65% | 99,65% |
13/11/2024 | 3,32% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 830 CHF | 15 330 CHF | 99,95% | 99,95% |
12/11/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 321 CHF | 18 821 CHF | 99,77% | 99,77% |
11/11/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 401 CHF | 19 901 CHF | 99,80% | 99,80% |
08/11/2024 | 2,96% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 696 CHF | 17 196 CHF | 99,81% | 99,81% |
07/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 412 CHF | 16 912 CHF | 99,92% | 99,92% |