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 | 3,00% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 98 653 CHF | 33 884 CHF | 99,37% | 99,37% |
19/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 666 CHF | 35 889 CHF | 99,37% | 99,37% |
18/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 95 224 CHF | 32 741 CHF | 99,23% | 99,23% |
15/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 86 326 CHF | 29 775 CHF | 99,37% | 99,37% |
14/11/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 82 534 CHF | 28 512 CHF | 99,37% | 99,37% |
13/11/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 90 809 CHF | 31 270 CHF | 99,37% | 99,37% |
12/11/2024 | 3,38% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 87 281 CHF | 30 094 CHF | 99,37% | 99,37% |
11/11/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 759 CHF | 28 253 CHF | 99,38% | 99,38% |
08/11/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 364 757 | 100 000 | 103 650 CHF | 29 597 CHF | 99,38% | 99,38% |
07/11/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 401 743 CHF | 27 783 CHF | 99,28% | 99,28% |