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 | 2,33% | 0,44 CHF | 0,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 42 343 CHF | 43 343 CHF | 99,39% | 99,39% |
19/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 30 804 CHF | 31 554 CHF | 98,33% | 98,33% |
18/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 29 837 CHF | 30 587 CHF | 99,29% | 99,29% |
15/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 130 CHF | 28 880 CHF | 99,39% | 99,39% |
14/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 057 CHF | 31 807 CHF | 99,35% | 99,35% |
13/11/2024 | 2,60% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 724 CHF | 29 474 CHF | 99,36% | 99,36% |
12/11/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 23 499 CHF | 24 249 CHF | 99,09% | 99,09% |
11/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 23 012 CHF | 23 762 CHF | 99,30% | 99,30% |
08/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 23 147 CHF | 23 897 CHF | 99,39% | 99,39% |
07/11/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 19 730 CHF | 20 480 CHF | 99,28% | 99,28% |