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 | 2,13% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 139 502 CHF | 47 501 CHF | 99,37% | 99,37% |
19/11/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 604 CHF | 40 868 CHF | 99,38% | 99,38% |
18/11/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 446 CHF | 40 482 CHF | 97,19% | 97,19% |
15/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 129 362 CHF | 44 121 CHF | 93,30% | 93,30% |
14/11/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 147 598 CHF | 50 199 CHF | 99,37% | 99,37% |
13/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 158 019 CHF | 53 673 CHF | 97,06% | 97,06% |
12/11/2024 | 1,74% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 170 833 CHF | 57 944 CHF | 96,97% | 96,97% |
11/11/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 165 CHF | 58 388 CHF | 99,35% | 99,35% |
08/11/2024 | 1,73% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 171 878 CHF | 58 293 CHF | 99,24% | 99,24% |
07/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 804 CHF | 61 268 CHF | 98,71% | 98,71% |