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 | 3,04% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 186 CHF | 16 686 CHF | 99,97% | 99,97% |
19/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 291 CHF | 16 791 CHF | 99,81% | 99,81% |
18/11/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 545 CHF | 17 045 CHF | 99,93% | 99,93% |
15/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 273 CHF | 17 773 CHF | 100,00% | 100,00% |
14/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 001 CHF | 17 501 CHF | 99,74% | 99,74% |
13/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 951 CHF | 17 451 CHF | 99,95% | 99,95% |
12/11/2024 | 3,12% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 782 CHF | 16 282 CHF | 99,77% | 99,77% |
11/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 397 CHF | 15 897 CHF | 99,91% | 99,91% |
08/11/2024 | 3,01% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 352 CHF | 16 852 CHF | 99,86% | 99,86% |
07/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 503 CHF | 17 003 CHF | 99,90% | 99,90% |