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 | 2,14% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 090 CHF | 23 590 CHF | 100,00% | 100,00% |
19/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 957 CHF | 25 457 CHF | 99,94% | 99,94% |
18/11/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 120 CHF | 24 620 CHF | 99,64% | 99,64% |
15/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 927 CHF | 24 427 CHF | 100,00% | 100,00% |
14/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 588 CHF | 23 088 CHF | 99,44% | 99,44% |
13/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 49 819 | 49 819 | 22 213 CHF | 22 713 CHF | 98,88% | 98,88% |
12/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 056 CHF | 21 556 CHF | 97,96% | 97,96% |
11/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 609 CHF | 20 109 CHF | 77,73% | 77,73% |
08/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 169 CHF | 19 669 CHF | 88,69% | 88,69% |
07/11/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 18 326 CHF | 18 826 CHF | 99,06% | 99,06% |