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 | 3,13% | 0,31 CHF | 0,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 78 628 CHF | 32 451 CHF | 99,16% | 99,16% |
19/11/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 77 732 CHF | 32 093 CHF | 99,16% | 99,16% |
18/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 78 692 CHF | 32 477 CHF | 99,20% | 99,20% |
15/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 82 972 CHF | 34 189 CHF | 99,17% | 99,17% |
14/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 85 018 CHF | 35 007 CHF | 99,15% | 99,15% |
13/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 85 683 CHF | 35 273 CHF | 99,16% | 99,16% |
12/11/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 91 503 CHF | 37 601 CHF | 99,16% | 99,16% |
11/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 95 228 CHF | 39 091 CHF | 99,17% | 99,17% |
08/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 94 812 CHF | 38 925 CHF | 99,17% | 99,17% |
07/11/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 100 180 CHF | 41 072 CHF | 98,05% | 98,05% |