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 | 2,20% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 135 014 CHF | 46 005 CHF | 99,44% | 99,44% |
19/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 465 CHF | 46 488 CHF | 98,95% | 98,95% |
18/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 134 101 CHF | 45 701 CHF | 97,64% | 97,64% |
15/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 177 CHF | 46 726 CHF | 99,44% | 99,44% |
14/11/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 470 CHF | 58 490 CHF | 99,44% | 99,44% |
13/11/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 820 CHF | 60 273 CHF | 96,93% | 96,93% |
12/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 793 CHF | 63 931 CHF | 96,92% | 96,92% |
11/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 201 953 CHF | 68 318 CHF | 98,88% | 98,88% |
08/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 307 CHF | 68 769 CHF | 93,36% | 93,36% |
07/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 198 116 CHF | 67 039 CHF | 98,69% | 98,69% |