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 | 2,27% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 813 CHF | 22 313 CHF | 99,39% | 99,39% |
19/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 615 CHF | 21 115 CHF | 99,31% | 99,31% |
18/11/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 210 CHF | 24 710 CHF | 99,31% | 99,31% |
15/11/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 807 CHF | 24 307 CHF | 99,39% | 99,39% |
14/11/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 640 CHF | 16 140 CHF | 99,39% | 99,39% |
13/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 202 CHF | 15 702 CHF | 99,39% | 99,39% |
12/11/2024 | 3,04% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 213 CHF | 16 713 CHF | 99,07% | 99,07% |
11/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 319 CHF | 17 819 CHF | 91,09% | 91,09% |
08/11/2024 | 3,88% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 674 CHF | 13 174 CHF | 99,38% | 99,38% |
07/11/2024 | 4,08% | 0,26 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 087 CHF | 12 587 CHF | 99,28% | 99,28% |