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 | 2,34% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 995 CHF | 43 332 CHF | 99,17% | 99,17% |
19/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 114 410 CHF | 39 137 CHF | 99,17% | 99,17% |
18/11/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 959 CHF | 47 320 CHF | 99,23% | 99,23% |
15/11/2024 | 1,75% | 0,53 CHF | 0,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 127 733 CHF | 43 328 CHF | 99,17% | 99,17% |
14/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 143 366 CHF | 48 539 CHF | 99,16% | 99,16% |
13/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 146 515 CHF | 49 588 CHF | 99,16% | 99,16% |
12/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 149 702 CHF | 50 651 CHF | 99,16% | 99,16% |
11/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 150 142 CHF | 50 797 CHF | 99,17% | 99,17% |
08/11/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 157 372 CHF | 53 207 CHF | 99,16% | 99,16% |
07/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 168 938 CHF | 57 063 CHF | 98,25% | 98,25% |