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 | 2,15% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 016 CHF | 47 005 CHF | 99,17% | 99,17% |
19/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 250 CHF | 43 083 CHF | 99,16% | 99,16% |
18/11/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 429 CHF | 51 143 CHF | 99,23% | 99,23% |
15/11/2024 | 1,65% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 299 997 | 100 000 | 180 172 CHF | 61 058 CHF | 99,17% | 99,17% |
14/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 150 112 CHF | 50 787 CHF | 99,16% | 99,16% |
13/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 153 237 CHF | 51 829 CHF | 99,16% | 99,16% |
12/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 225 000 | 75 000 | 224 997 | 75 000 | 155 864 CHF | 52 705 CHF | 99,16% | 99,16% |
11/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 156 451 CHF | 52 900 CHF | 99,17% | 99,17% |
08/11/2024 | 1,37% | 0,69 CHF | 0,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 162 698 CHF | 54 983 CHF | 99,17% | 99,17% |
07/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 74 998 | 173 634 CHF | 58 627 CHF | 98,25% | 98,25% |