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 | 2,28% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 348 CHF | 44 450 CHF | 99,38% | 99,38% |
19/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 258 CHF | 44 419 CHF | 99,37% | 99,37% |
18/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 132 434 CHF | 45 145 CHF | 99,22% | 99,22% |
15/11/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 146 565 CHF | 49 855 CHF | 99,37% | 99,37% |
14/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 822 CHF | 50 941 CHF | 99,38% | 99,38% |
13/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 148 081 CHF | 50 360 CHF | 99,37% | 99,37% |
12/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 850 CHF | 52 617 CHF | 99,37% | 99,37% |
11/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 027 CHF | 56 676 CHF | 99,37% | 99,37% |
08/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 398 CHF | 55 466 CHF | 99,36% | 99,36% |
07/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 168 098 CHF | 57 033 CHF | 99,28% | 99,28% |