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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 124 371 CHF | 42 457 CHF | 99,16% | 99,16% |
20/11/2024 | 2,55% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 116 422 CHF | 39 807 CHF | 99,16% | 99,16% |
19/11/2024 | 2,88% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 154 256 CHF | 52 919 CHF | 99,17% | 99,17% |
18/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 319 280 | 106 427 | 119 727 CHF | 40 973 CHF | 99,22% | 99,22% |
15/11/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 897 CHF | 41 632 CHF | 99,16% | 99,16% |
14/11/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 315 366 | 105 122 | 122 632 CHF | 41 928 CHF | 99,15% | 99,15% |
13/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 141 598 CHF | 48 699 CHF | 99,16% | 99,16% |
12/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 155 657 CHF | 53 386 CHF | 99,16% | 99,16% |
11/11/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 156 654 CHF | 53 718 CHF | 99,17% | 99,17% |
08/11/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 143 857 CHF | 49 452 CHF | 99,17% | 99,17% |