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 | 2,55% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 189 | 100 063 | 116 209 CHF | 39 737 CHF | 99,17% | 99,17% |
19/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 117 258 CHF | 40 086 CHF | 99,16% | 99,16% |
18/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 122 400 CHF | 41 800 CHF | 99,23% | 99,23% |
15/11/2024 | 2,02% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 147 205 CHF | 50 068 CHF | 99,17% | 99,17% |
14/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 990 CHF | 59 330 CHF | 99,16% | 99,16% |
13/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 181 689 CHF | 61 563 CHF | 99,16% | 99,16% |
12/11/2024 | 1,44% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 275 CHF | 69 758 CHF | 99,16% | 99,16% |
11/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 291 903 | 97 301 | 214 321 CHF | 72 413 CHF | 99,17% | 99,17% |
08/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 909 CHF | 70 970 CHF | 99,17% | 99,17% |
07/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 822 CHF | 70 607 CHF | 98,27% | 98,27% |