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 | 2,47% | 0,37 CHF | 0,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 39 991 CHF | 40 991 CHF | 99,39% | 99,39% |
19/11/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 453 CHF | 18 953 CHF | 99,29% | 99,29% |
18/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 238 CHF | 22 738 CHF | 99,31% | 99,31% |
15/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 430 CHF | 22 930 CHF | 99,38% | 99,38% |
14/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 736 CHF | 19 236 CHF | 99,38% | 99,38% |
13/11/2024 | 2,53% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 603 CHF | 20 103 CHF | 99,39% | 99,39% |
12/11/2024 | 2,28% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 763 CHF | 22 263 CHF | 99,10% | 99,10% |
11/11/2024 | 1,69% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 333 CHF | 29 833 CHF | 99,31% | 99,31% |
08/11/2024 | 1,91% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 933 CHF | 26 433 CHF | 99,38% | 99,38% |
07/11/2024 | 1,49% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 378 CHF | 33 878 CHF | 99,27% | 99,27% |