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 | 4,22% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 69 705 CHF | 24 235 CHF | 99,30% | 99,30% |
19/11/2024 | 4,15% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 71 222 CHF | 24 741 CHF | 98,82% | 98,82% |
18/11/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 68 660 CHF | 23 887 CHF | 97,53% | 97,53% |
15/11/2024 | 4,13% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 99 997 | 71 592 CHF | 24 863 CHF | 99,30% | 99,30% |
14/11/2024 | 2,77% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 023 CHF | 36 674 CHF | 99,31% | 99,31% |
13/11/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 112 464 CHF | 38 488 CHF | 96,95% | 96,95% |
12/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 123 536 CHF | 42 179 CHF | 96,75% | 96,75% |
11/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 348 CHF | 46 449 CHF | 98,72% | 98,72% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 856 CHF | 46 952 CHF | 93,25% | 93,25% |
07/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 132 348 CHF | 45 116 CHF | 98,82% | 98,82% |