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 | 3,31% | 0,27 CHF | 0,28 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 74 385 CHF | 23 065 CHF | 99,38% | 99,38% |
19/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 67 223 CHF | 20 917 CHF | 99,37% | 99,37% |
18/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 67 234 CHF | 20 920 CHF | 97,52% | 97,52% |
15/11/2024 | 3,35% | 0,26 CHF | 0,27 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 73 461 CHF | 22 788 CHF | 99,38% | 99,38% |
14/11/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 80 882 CHF | 25 015 CHF | 99,37% | 99,37% |
13/11/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 81 810 CHF | 25 293 CHF | 96,23% | 96,23% |
12/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 85 536 CHF | 26 411 CHF | 96,89% | 96,89% |
11/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 89 673 CHF | 27 652 CHF | 99,38% | 99,38% |
08/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 88 179 CHF | 27 204 CHF | 90,74% | 90,74% |
07/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 89 799 CHF | 27 690 CHF | 98,70% | 98,70% |