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 | 2,83% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 569 CHF | 35 856 CHF | 99,38% | 99,38% |
19/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 313 707 | 104 569 | 106 113 CHF | 36 417 CHF | 99,37% | 99,37% |
18/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 105 547 CHF | 36 182 CHF | 99,25% | 99,25% |
15/11/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 378 580 | 126 193 | 127 285 CHF | 43 690 CHF | 99,38% | 99,38% |
14/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 437 825 | 145 942 | 140 407 CHF | 48 262 CHF | 99,37% | 99,37% |
13/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 377 CHF | 46 292 CHF | 99,37% | 99,37% |
12/11/2024 | 3,10% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 142 870 CHF | 49 123 CHF | 99,37% | 99,37% |
11/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 070 CHF | 49 524 CHF | 99,38% | 99,38% |
08/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 358 216 | 119 405 | 117 948 CHF | 40 510 CHF | 99,38% | 99,38% |
07/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 445 891 | 148 630 | 142 721 CHF | 49 060 CHF | 98,38% | 98,38% |