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 | 4,15% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 884 CHF | 12 384 CHF | 99,73% | 99,73% |
19/11/2024 | 4,62% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 630 CHF | 11 130 CHF | 99,51% | 99,51% |
18/11/2024 | 4,20% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 49 998 | 50 000 | 11 690 CHF | 12 190 CHF | 99,95% | 99,95% |
15/11/2024 | 3,05% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 49 974 | 50 000 | 16 193 CHF | 16 701 CHF | 99,61% | 99,61% |
14/11/2024 | 2,77% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 823 CHF | 18 323 CHF | 99,80% | 99,80% |
13/11/2024 | 2,96% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 685 CHF | 17 185 CHF | 99,94% | 99,94% |
12/11/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 157 CHF | 19 657 CHF | 99,84% | 99,84% |
11/11/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 49 992 | 22 164 CHF | 22 660 CHF | 99,77% | 99,77% |
08/11/2024 | 2,16% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 49 993 | 22 951 CHF | 23 447 CHF | 99,81% | 99,81% |
07/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 542 CHF | 25 042 CHF | 99,88% | 99,88% |