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 | 1,85% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 763 CHF | 54 588 CHF | 99,35% | 99,35% |
19/11/2024 | 1,97% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 730 CHF | 51 243 CHF | 99,13% | 99,13% |
18/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 152 960 CHF | 51 987 CHF | 99,13% | 99,13% |
15/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 999 CHF | 57 000 CHF | 99,37% | 99,37% |
14/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 158 324 CHF | 53 775 CHF | 97,92% | 97,92% |
13/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 703 CHF | 54 568 CHF | 99,35% | 99,35% |
12/11/2024 | 2,12% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 140 496 CHF | 47 832 CHF | 99,04% | 99,04% |
11/11/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 308 871 | 102 957 | 136 099 CHF | 46 396 CHF | 98,27% | 98,27% |
08/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 419 841 | 139 947 | 171 921 CHF | 58 707 CHF | 93,13% | 93,13% |
07/11/2024 | 2,65% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 418 606 | 139 535 | 155 060 CHF | 53 082 CHF | 98,61% | 98,61% |