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 | 2,72% | 0,35 CHF | 0,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 163 334 CHF | 37 296 CHF | 99,17% | 99,17% |
19/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 154 536 CHF | 35 341 CHF | 99,16% | 99,16% |
18/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 450 000 | 100 000 | 418 486 | 100 000 | 160 306 CHF | 39 450 CHF | 99,22% | 99,22% |
15/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 450 000 | 100 000 | 420 280 | 100 000 | 161 530 CHF | 39 544 CHF | 99,16% | 99,16% |
14/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 163 607 CHF | 37 357 CHF | 99,15% | 99,15% |
13/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 156 598 CHF | 35 800 CHF | 99,16% | 99,16% |
12/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 155 839 CHF | 35 631 CHF | 99,16% | 99,16% |
11/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 127 442 CHF | 43 481 CHF | 99,16% | 99,16% |
08/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 169 835 CHF | 38 741 CHF | 99,16% | 99,16% |
07/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 167 078 CHF | 38 128 CHF | 98,18% | 98,18% |