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 | 3,70% | 0,23 CHF | 0,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 635 CHF | 27 635 CHF | 99,39% | 99,39% |
19/11/2024 | 4,17% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 815 CHF | 12 315 CHF | 99,30% | 99,30% |
18/11/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 514 CHF | 16 014 CHF | 99,31% | 99,31% |
15/11/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 745 CHF | 16 245 CHF | 99,39% | 99,39% |
14/11/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 076 CHF | 12 576 CHF | 99,35% | 99,35% |
13/11/2024 | 3,83% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 948 CHF | 13 448 CHF | 99,39% | 99,39% |
12/11/2024 | 3,27% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 094 CHF | 15 594 CHF | 99,10% | 99,10% |
11/11/2024 | 2,18% | 0,41 CHF | 0,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 662 CHF | 23 162 CHF | 99,29% | 99,29% |
08/11/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 242 CHF | 19 742 CHF | 99,39% | 99,39% |
07/11/2024 | 1,87% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 659 CHF | 27 159 CHF | 99,29% | 99,29% |