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 | 2,25% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 131 913 CHF | 44 971 CHF | 99,38% | 99,38% |
19/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 259 CHF | 43 086 CHF | 99,38% | 99,38% |
18/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 675 CHF | 44 558 CHF | 99,38% | 99,38% |
15/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 135 398 CHF | 46 133 CHF | 99,36% | 99,36% |
14/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 189 CHF | 47 063 CHF | 99,37% | 99,37% |
13/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 329 CHF | 45 443 CHF | 99,37% | 99,37% |
12/11/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 144 342 CHF | 49 114 CHF | 99,15% | 99,15% |
11/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 161 CHF | 51 054 CHF | 99,38% | 99,38% |
08/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 906 CHF | 46 969 CHF | 99,38% | 99,38% |
07/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 139 416 CHF | 47 472 CHF | 98,58% | 98,58% |