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 | 2,12% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 140 311 CHF | 47 770 CHF | 99,16% | 99,16% |
19/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 799 CHF | 45 600 CHF | 99,17% | 99,17% |
18/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 148 529 CHF | 50 510 CHF | 99,22% | 99,22% |
15/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 148 194 CHF | 50 398 CHF | 99,17% | 99,17% |
14/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 139 758 CHF | 47 586 CHF | 99,16% | 99,16% |
13/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 135 224 CHF | 46 075 CHF | 99,16% | 99,16% |
12/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 758 CHF | 45 586 CHF | 99,17% | 99,17% |
11/11/2024 | 1,83% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 162 649 CHF | 55 216 CHF | 99,16% | 99,16% |
08/11/2024 | 2,04% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 145 485 CHF | 49 495 CHF | 99,17% | 99,17% |
07/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 143 774 CHF | 48 925 CHF | 98,18% | 98,18% |