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 | 2,46% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 171 CHF | 20 671 CHF | 99,95% | 99,95% |
19/11/2024 | 2,36% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 952 CHF | 21 452 CHF | 99,78% | 99,78% |
18/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 108 CHF | 25 608 CHF | 99,91% | 99,91% |
15/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 026 CHF | 25 526 CHF | 100,00% | 100,00% |
14/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 183 CHF | 25 683 CHF | 99,78% | 99,78% |
13/11/2024 | 1,80% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 550 CHF | 28 050 CHF | 99,95% | 99,95% |
12/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 992 CHF | 25 492 CHF | 99,82% | 99,82% |
11/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 025 CHF | 27 525 CHF | 99,84% | 99,84% |
08/11/2024 | 1,58% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 400 CHF | 31 900 CHF | 99,88% | 99,88% |
07/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 985 CHF | 32 485 CHF | 99,90% | 99,90% |