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 | 3,06% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 96 932 CHF | 33 311 CHF | 97,84% | 97,84% |
19/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 105 538 CHF | 36 179 CHF | 94,33% | 94,33% |
18/11/2024 | 2,55% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 116 435 CHF | 39 812 CHF | 94,54% | 94,54% |
15/11/2024 | 2,60% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 114 428 CHF | 39 143 CHF | 96,42% | 96,42% |
14/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 112 626 CHF | 38 542 CHF | 97,74% | 97,74% |
13/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 116 549 CHF | 39 850 CHF | 95,07% | 95,07% |
12/11/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 445 CHF | 43 815 CHF | 96,41% | 96,41% |
11/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 934 CHF | 45 645 CHF | 97,80% | 97,80% |
08/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 147 281 CHF | 50 094 CHF | 92,38% | 92,38% |
07/11/2024 | 1,94% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 153 606 CHF | 52 202 CHF | 98,18% | 98,18% |