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 | 2,45% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 258 CHF | 41 419 CHF | 99,16% | 99,16% |
19/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 487 CHF | 43 162 CHF | 99,17% | 99,17% |
18/11/2024 | 2,22% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 392 CHF | 45 464 CHF | 99,23% | 99,23% |
15/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 877 CHF | 46 626 CHF | 99,17% | 99,17% |
14/11/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 056 CHF | 45 352 CHF | 99,16% | 99,16% |
13/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 134 933 CHF | 45 978 CHF | 99,16% | 99,16% |
12/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 217 CHF | 46 406 CHF | 99,16% | 99,16% |
11/11/2024 | 1,93% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 294 619 | 98 206 | 150 800 CHF | 51 249 CHF | 99,17% | 99,17% |
08/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 292 247 | 97 416 | 145 524 CHF | 49 482 CHF | 99,16% | 99,16% |
07/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 126 831 CHF | 43 027 CHF | 98,26% | 98,26% |