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 | 3,04% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 180 021 | 180 021 | 58 206 CHF | 60 006 CHF | 99,46% | 99,46% |
19/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 56 461 CHF | 58 461 CHF | 95,07% | 95,07% |
18/11/2024 | 3,63% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 133 CHF | 56 133 CHF | 99,38% | 99,38% |
15/11/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 649 CHF | 55 649 CHF | 98,69% | 98,69% |
14/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 199 902 | 199 902 | 61 796 CHF | 63 795 CHF | 98,75% | 98,75% |
13/11/2024 | 3,38% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 172 001 | 171 998 | 50 312 CHF | 52 031 CHF | 97,87% | 97,87% |
12/11/2024 | 3,70% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 100 057 | 100 057 | 26 518 CHF | 27 518 CHF | 99,06% | 99,06% |
11/11/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 113 000 | 113 000 | 112 913 | 112 913 | 26 426 CHF | 27 555 CHF | 99,28% | 99,28% |
08/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 121 234 | 121 234 | 26 686 CHF | 27 898 CHF | 99,47% | 99,47% |
07/11/2024 | 4,71% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 25 926 CHF | 27 176 CHF | 99,12% | 99,12% |