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 | 2,77% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 106 776 CHF | 36 592 CHF | 99,17% | 99,17% |
19/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 349 189 | 116 396 | 111 187 CHF | 38 226 CHF | 99,17% | 99,17% |
18/11/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 566 CHF | 40 855 CHF | 99,23% | 99,23% |
15/11/2024 | 1,97% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 742 CHF | 51 247 CHF | 99,17% | 99,17% |
14/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 240 086 | 80 029 | 136 070 CHF | 46 157 CHF | 99,16% | 99,16% |
13/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 130 765 CHF | 44 338 CHF | 99,16% | 99,16% |
12/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 133 571 CHF | 45 274 CHF | 99,16% | 99,16% |
11/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 134 459 CHF | 45 570 CHF | 99,17% | 99,17% |
08/11/2024 | 1,58% | 0,60 CHF | 0,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 141 726 CHF | 47 992 CHF | 99,17% | 99,17% |
07/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 152 377 CHF | 51 542 CHF | 98,25% | 98,25% |