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 | 2,63% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 112 519 CHF | 38 506 CHF | 99,37% | 99,37% |
19/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 360 CHF | 36 787 CHF | 99,38% | 99,38% |
18/11/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 496 CHF | 38 165 CHF | 99,26% | 99,26% |
15/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 185 CHF | 35 729 CHF | 99,38% | 99,38% |
14/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 99 438 CHF | 34 146 CHF | 99,37% | 99,37% |
13/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 92 780 CHF | 31 927 CHF | 99,38% | 99,38% |
12/11/2024 | 2,98% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 99 257 CHF | 34 086 CHF | 99,38% | 99,38% |
11/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 101 097 CHF | 34 699 CHF | 99,38% | 99,38% |
08/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 079 CHF | 35 693 CHF | 99,37% | 99,37% |
07/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 102 188 CHF | 35 063 CHF | 98,38% | 98,38% |