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 | 2,57% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 116 299 CHF | 39 767 CHF | 98,68% | 98,68% |
19/11/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 124 509 CHF | 42 503 CHF | 99,37% | 99,37% |
18/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 343 CHF | 45 448 CHF | 99,26% | 99,26% |
15/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 451 CHF | 43 817 CHF | 99,38% | 99,38% |
14/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 129 202 CHF | 44 067 CHF | 99,38% | 99,38% |
13/11/2024 | 2,46% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 484 CHF | 41 161 CHF | 99,37% | 99,37% |
12/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 129 223 CHF | 44 074 CHF | 99,38% | 99,38% |
11/11/2024 | 2,26% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 131 372 CHF | 44 791 CHF | 99,38% | 99,38% |
08/11/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 634 CHF | 40 545 CHF | 99,37% | 99,37% |
07/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 128 CHF | 46 376 CHF | 98,37% | 98,37% |