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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 167 416 CHF | 38 204 CHF | 99,17% | 99,17% |
22/11/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 162 188 CHF | 37 042 CHF | 99,17% | 99,17% |
20/11/2024 | 2,59% | 0,35 CHF | 0,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 171 584 CHF | 39 130 CHF | 99,17% | 99,17% |
19/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 160 946 CHF | 36 766 CHF | 99,16% | 99,16% |
18/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 175 386 CHF | 39 975 CHF | 99,22% | 99,22% |
15/11/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 199 348 CHF | 45 300 CHF | 99,17% | 99,17% |
14/11/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 225 241 CHF | 51 054 CHF | 99,16% | 99,16% |
13/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 228 457 CHF | 51 768 CHF | 99,16% | 99,16% |
12/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 218 094 CHF | 49 465 CHF | 99,16% | 99,16% |
11/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 234 305 CHF | 53 068 CHF | 99,16% | 99,16% |