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 | 2,17% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 780 CHF | 46 593 CHF | 99,02% | 99,02% |
19/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 764 CHF | 45 588 CHF | 99,16% | 99,16% |
18/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 122 CHF | 42 707 CHF | 99,36% | 99,36% |
15/11/2024 | 2,77% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 330 022 | 110 007 | 117 253 CHF | 40 185 CHF | 99,39% | 99,39% |
14/11/2024 | 2,85% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 349 164 | 116 388 | 120 163 CHF | 41 218 CHF | 97,61% | 97,61% |
13/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 145 216 CHF | 49 905 CHF | 99,02% | 99,02% |
12/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 448 537 | 149 512 | 147 622 CHF | 50 703 CHF | 92,63% | 92,63% |
11/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 186 | 100 062 | 109 260 CHF | 37 421 CHF | 98,54% | 98,54% |
08/11/2024 | 3,64% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 139 CHF | 42 213 CHF | 99,28% | 99,28% |
07/11/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 740 CHF | 35 080 CHF | 98,59% | 98,59% |