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 | 2,40% | 0,39 CHF | 0,40 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 103 183 CHF | 31 705 CHF | 99,37% | 99,37% |
19/11/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 101 497 CHF | 31 199 CHF | 99,38% | 99,38% |
18/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 113 096 CHF | 34 679 CHF | 97,62% | 97,62% |
15/11/2024 | 1,91% | 0,45 CHF | 0,46 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 130 067 CHF | 39 770 CHF | 99,38% | 99,38% |
14/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 130 757 CHF | 39 977 CHF | 99,37% | 99,37% |
13/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 131 974 CHF | 40 342 CHF | 96,85% | 96,85% |
12/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 142 036 CHF | 43 361 CHF | 96,84% | 96,84% |
11/11/2024 | 1,81% | 0,58 CHF | 0,59 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 136 899 CHF | 41 820 CHF | 99,39% | 99,39% |
08/11/2024 | 2,02% | 0,55 CHF | 0,56 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 122 625 CHF | 37 538 CHF | 90,77% | 90,77% |
07/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 120 914 CHF | 37 024 CHF | 98,68% | 98,68% |