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 | 2,01% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 147 703 CHF | 50 234 CHF | 97,81% | 97,81% |
19/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 254 CHF | 53 085 CHF | 94,32% | 94,32% |
18/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 367 CHF | 56 789 CHF | 94,35% | 94,35% |
15/11/2024 | 1,80% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 422 CHF | 56 141 CHF | 96,42% | 96,42% |
14/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 575 CHF | 55 525 CHF | 97,73% | 97,73% |
13/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 521 CHF | 56 840 CHF | 95,05% | 95,05% |
12/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 179 301 CHF | 60 767 CHF | 96,42% | 96,42% |
11/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 911 CHF | 62 637 CHF | 97,80% | 97,80% |
08/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 198 347 CHF | 67 116 CHF | 92,35% | 92,35% |
07/11/2024 | 1,45% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 825 CHF | 69 275 CHF | 98,19% | 98,19% |