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 | 3,65% | 0,24 CHF | 0,25 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 40 414 CHF | 13 972 CHF | 99,38% | 99,38% |
19/11/2024 | 3,83% | 0,29 CHF | 0,30 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 38 567 CHF | 13 356 CHF | 99,38% | 99,38% |
18/11/2024 | 4,71% | 0,23 CHF | 0,24 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 31 159 CHF | 10 886 CHF | 97,58% | 97,58% |
15/11/2024 | 2,89% | 0,24 CHF | 0,25 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 52 563 CHF | 18 021 CHF | 99,38% | 99,38% |
14/11/2024 | 2,74% | 0,31 CHF | 0,32 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 59 119 CHF | 20 206 CHF | 93,45% | 93,45% |
13/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 89 540 CHF | 30 347 CHF | 96,86% | 96,86% |
12/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 92 096 CHF | 31 199 CHF | 96,83% | 96,83% |
11/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 95 773 CHF | 32 424 CHF | 99,14% | 99,14% |
08/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 97 988 CHF | 33 163 CHF | 90,37% | 90,37% |
07/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 97 538 CHF | 33 013 CHF | 97,31% | 97,31% |