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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,69% | 0,24 CHF | 0,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 720 CHF | 27 720 CHF | 99,37% | 99,37% |
20/11/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 33 268 CHF | 34 268 CHF | 99,39% | 99,39% |
19/11/2024 | 2,94% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 803 CHF | 17 303 CHF | 98,60% | 98,60% |
18/11/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 810 CHF | 17 310 CHF | 99,31% | 99,31% |
15/11/2024 | 2,49% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 958 CHF | 20 458 CHF | 99,39% | 99,39% |
14/11/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 429 CHF | 15 929 CHF | 99,35% | 99,35% |
13/11/2024 | 3,00% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 478 CHF | 16 978 CHF | 99,39% | 99,39% |
12/11/2024 | 2,68% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 524 CHF | 19 024 CHF | 99,10% | 99,10% |
11/11/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 039 CHF | 24 539 CHF | 99,30% | 99,30% |
08/11/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 040 CHF | 24 540 CHF | 99,38% | 99,38% |