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 | 2,32% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 375 CHF | 21 875 CHF | 99,38% | 99,38% |
19/11/2024 | 2,25% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 106 CHF | 22 606 CHF | 99,17% | 99,17% |
18/11/2024 | 1,93% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 674 CHF | 26 174 CHF | 99,31% | 99,31% |
15/11/2024 | 1,77% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 031 CHF | 28 531 CHF | 99,39% | 99,39% |
14/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 780 CHF | 25 280 CHF | 99,35% | 99,35% |
13/11/2024 | 1,91% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 947 CHF | 26 447 CHF | 99,39% | 99,39% |
12/11/2024 | 1,70% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 188 CHF | 29 688 CHF | 99,08% | 99,08% |
11/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99,27% | 99,27% |
08/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99,39% | 99,39% |
07/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99,27% | 99,27% |