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 | 2,30% | 0,44 CHF | 0,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 107 521 CHF | 44 009 CHF | 99,16% | 99,16% |
19/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 108 023 CHF | 44 209 CHF | 99,16% | 99,16% |
18/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 107 601 CHF | 44 041 CHF | 99,21% | 99,21% |
15/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 103 536 CHF | 42 414 CHF | 99,16% | 99,16% |
14/11/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 101 676 CHF | 41 670 CHF | 99,15% | 99,15% |
13/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 100 650 CHF | 41 260 CHF | 99,17% | 99,17% |
12/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 95 044 CHF | 39 018 CHF | 99,16% | 99,16% |
11/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 91 314 CHF | 37 526 CHF | 99,17% | 99,17% |
08/11/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 92 073 CHF | 37 829 CHF | 99,17% | 99,17% |
07/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 86 708 CHF | 35 683 CHF | 98,06% | 98,06% |