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 | 2,00% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 698 CHF | 25 198 CHF | 100,00% | 100,00% |
19/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 656 CHF | 27 156 CHF | 99,94% | 99,94% |
18/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 856 CHF | 26 356 CHF | 100,00% | 100,00% |
15/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 703 CHF | 26 203 CHF | 100,00% | 100,00% |
14/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 239 CHF | 24 739 CHF | 99,44% | 99,44% |
13/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 49 819 | 49 819 | 23 871 CHF | 24 373 CHF | 98,88% | 98,88% |
12/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 865 CHF | 23 365 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 317 CHF | 21 817 CHF | 100,00% | 100,00% |
08/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 994 CHF | 21 494 CHF | 88,69% | 88,69% |
07/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 19 960 CHF | 20 447 CHF | 99,06% | 99,06% |