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 | 3,08% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 528 CHF | 43 143 CHF | 98,68% | 98,68% |
19/11/2024 | 2,86% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 134 746 CHF | 46 215 CHF | 99,38% | 99,38% |
18/11/2024 | 2,69% | 0,48 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 779 CHF | 48 893 CHF | 99,26% | 99,26% |
15/11/2024 | 2,78% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 492 CHF | 47 464 CHF | 99,38% | 99,38% |
14/11/2024 | 2,78% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 464 CHF | 47 455 CHF | 99,37% | 99,37% |
13/11/2024 | 2,94% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 659 CHF | 44 853 CHF | 99,37% | 99,37% |
12/11/2024 | 2,77% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 139 109 CHF | 47 670 CHF | 99,38% | 99,38% |
11/11/2024 | 2,75% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 140 022 CHF | 47 974 CHF | 99,38% | 99,38% |
08/11/2024 | 2,98% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 963 CHF | 44 288 CHF | 99,37% | 99,37% |
07/11/2024 | 2,67% | 0,46 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 144 110 CHF | 49 337 CHF | 98,38% | 98,38% |