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 | 2,67% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 103 CHF | 38 034 CHF | 99,44% | 99,44% |
19/11/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 103 970 CHF | 35 657 CHF | 99,44% | 99,44% |
18/11/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 106 034 CHF | 36 345 CHF | 97,53% | 97,53% |
15/11/2024 | 2,36% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 637 CHF | 43 212 CHF | 99,45% | 99,45% |
14/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 954 CHF | 52 651 CHF | 99,44% | 99,44% |
13/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 361 CHF | 48 454 CHF | 96,93% | 96,93% |
12/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 410 CHF | 48 470 CHF | 96,92% | 96,92% |
11/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 344 CHF | 52 448 CHF | 99,44% | 99,44% |
08/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 374 CHF | 55 458 CHF | 99,28% | 99,28% |
07/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 166 021 CHF | 56 340 CHF | 98,71% | 98,71% |