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 | 2,00% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 148 632 CHF | 50 544 CHF | 99,37% | 99,37% |
19/11/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 755 CHF | 48 585 CHF | 99,38% | 99,38% |
18/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 144 396 CHF | 49 132 CHF | 97,50% | 97,50% |
15/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 153 405 CHF | 52 135 CHF | 99,38% | 99,38% |
14/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 148 266 CHF | 50 422 CHF | 99,37% | 99,37% |
13/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 721 CHF | 50 907 CHF | 96,99% | 96,99% |
12/11/2024 | 2,15% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 913 CHF | 46 971 CHF | 96,79% | 96,79% |
11/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 685 CHF | 45 562 CHF | 98,25% | 98,25% |
08/11/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 490 CHF | 43 163 CHF | 99,27% | 99,27% |
07/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 257 CHF | 41 086 CHF | 98,68% | 98,68% |