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 | 2,28% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 143 CHF | 44 381 CHF | 99,36% | 99,36% |
19/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 132 082 CHF | 45 028 CHF | 99,37% | 99,37% |
18/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 849 CHF | 42 950 CHF | 99,23% | 99,23% |
15/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 116 817 CHF | 39 939 CHF | 98,94% | 98,94% |
14/11/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 124 653 CHF | 42 551 CHF | 99,37% | 99,37% |
13/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 124 575 CHF | 42 525 CHF | 99,36% | 99,36% |
12/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 123 304 CHF | 42 101 CHF | 99,37% | 99,37% |
11/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 313 423 | 104 474 | 122 535 CHF | 41 890 CHF | 99,37% | 99,37% |
08/11/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 122 272 CHF | 41 757 CHF | 99,37% | 99,37% |
07/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 320 116 | 106 705 | 129 414 CHF | 44 205 CHF | 99,28% | 99,28% |