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 | 3,62% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 68 002 CHF | 28 201 CHF | 99,17% | 99,17% |
19/11/2024 | 4,18% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 58 659 CHF | 24 464 CHF | 99,17% | 99,17% |
18/11/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 66 331 CHF | 27 532 CHF | 99,23% | 99,23% |
15/11/2024 | 3,92% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 62 939 CHF | 26 176 CHF | 99,17% | 99,17% |
14/11/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 71 734 CHF | 29 694 CHF | 99,16% | 99,16% |
13/11/2024 | 3,56% | 0,26 CHF | 0,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 69 283 CHF | 28 713 CHF | 99,17% | 99,17% |
12/11/2024 | 2,94% | 0,31 CHF | 0,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 83 907 CHF | 34 563 CHF | 99,17% | 99,17% |
11/11/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 96 590 CHF | 39 636 CHF | 99,17% | 99,17% |
08/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 81 792 CHF | 33 717 CHF | 99,17% | 99,17% |
07/11/2024 | 2,96% | 0,30 CHF | 0,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 83 240 CHF | 34 296 CHF | 98,66% | 98,66% |