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 | 2,00% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 142 CHF | 50 714 CHF | 99,33% | 99,33% |
19/11/2024 | 2,22% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 165 150 | 85 099 | 74 558 CHF | 38 949 CHF | 98,81% | 98,81% |
18/11/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 071 CHF | 32 821 CHF | 97,34% | 97,34% |
15/11/2024 | 2,22% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 33 374 CHF | 34 124 CHF | 99,36% | 99,36% |
14/11/2024 | 1,90% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 192 CHF | 39 942 CHF | 99,35% | 99,35% |
13/11/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 41 877 CHF | 42 627 CHF | 94,85% | 94,85% |
12/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 887 CHF | 41 637 CHF | 94,28% | 94,28% |
11/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 511 CHF | 40 261 CHF | 98,53% | 98,53% |
08/11/2024 | 1,83% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 737 CHF | 41 487 CHF | 90,79% | 90,79% |
07/11/2024 | 1,97% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 37 807 CHF | 38 557 CHF | 98,68% | 98,68% |