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 | 4,31% | 0,68 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 044 CHF | 35 544 CHF | 99,97% | 99,97% |
19/11/2024 | 4,69% | 0,64 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 259 CHF | 32 759 CHF | 99,80% | 99,80% |
18/11/2024 | 4,62% | 0,66 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 735 CHF | 33 235 CHF | 99,91% | 99,91% |
15/11/2024 | 4,30% | 0,63 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 146 CHF | 35 646 CHF | 100,00% | 100,00% |
14/11/2024 | 3,97% | 0,74 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 065 CHF | 38 565 CHF | 99,65% | 99,65% |
13/11/2024 | 3,79% | 0,75 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 841 CHF | 40 341 CHF | 99,96% | 99,96% |
12/11/2024 | 3,69% | 0,79 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 954 CHF | 41 454 CHF | 99,83% | 99,83% |
11/11/2024 | 3,39% | 0,86 CHF | 0,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 491 CHF | 44 991 CHF | 99,81% | 99,81% |
08/11/2024 | 3,41% | 0,84 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 240 CHF | 44 740 CHF | 99,86% | 99,86% |
07/11/2024 | 3,18% | 0,89 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 469 CHF | 47 969 CHF | 99,90% | 99,90% |