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 | 2,22% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 134 099 CHF | 45 700 CHF | 99,36% | 99,36% |
19/11/2024 | 2,00% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 165 160 | 85 100 | 80 973 CHF | 42 919 CHF | 98,82% | 98,82% |
18/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 941 CHF | 39 691 CHF | 97,36% | 97,36% |
15/11/2024 | 1,96% | 0,56 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 37 878 CHF | 38 628 CHF | 99,37% | 99,37% |
14/11/2024 | 2,31% | 0,48 CHF | 0,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 128 CHF | 32 878 CHF | 99,34% | 99,34% |
13/11/2024 | 2,56% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 29 004 CHF | 29 754 CHF | 94,63% | 94,63% |
12/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 29 960 CHF | 30 710 CHF | 94,10% | 94,10% |
11/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 194 CHF | 31 944 CHF | 98,53% | 98,53% |
08/11/2024 | 2,51% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 29 573 CHF | 30 323 CHF | 90,79% | 90,79% |
07/11/2024 | 2,26% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 767 CHF | 33 517 CHF | 98,66% | 98,66% |