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 | 2,02% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 548 CHF | 25 048 CHF | 99,39% | 99,39% |
19/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 484 CHF | 12 734 CHF | 99,30% | 99,30% |
18/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 998 CHF | 15 248 CHF | 99,27% | 99,27% |
15/11/2024 | 1,46% | 0,65 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 048 CHF | 17 298 CHF | 99,39% | 99,39% |
14/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 586 CHF | 17 836 CHF | 99,39% | 99,39% |
13/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 874 CHF | 17 124 CHF | 99,36% | 99,36% |
12/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 886 CHF | 18 136 CHF | 99,08% | 99,08% |
11/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 959 CHF | 20 209 CHF | 99,31% | 99,31% |
08/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 804 CHF | 20 054 CHF | 99,38% | 99,38% |
07/11/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 740 CHF | 20 990 CHF | 99,28% | 99,28% |