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 | 4,06% | 0,23 CHF | 0,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 24 159 CHF | 25 159 CHF | 99,38% | 99,38% |
19/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 19 150 CHF | 19 900 CHF | 99,18% | 99,18% |
18/11/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 126 CHF | 20 876 CHF | 99,29% | 99,29% |
15/11/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 22 087 CHF | 22 837 CHF | 99,39% | 99,39% |
14/11/2024 | 3,86% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 19 105 CHF | 19 855 CHF | 99,34% | 99,34% |
13/11/2024 | 3,49% | 0,22 CHF | 0,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 477 CHF | 22 227 CHF | 99,37% | 99,37% |
12/11/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 26 703 CHF | 27 453 CHF | 99,09% | 99,09% |
11/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 243 CHF | 27 993 CHF | 99,30% | 99,30% |
08/11/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 200 CHF | 27 950 CHF | 99,39% | 99,39% |
07/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 30 942 CHF | 31 692 CHF | 99,28% | 99,28% |