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 | 2,67% | 0,38 CHF | 0,39 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 277 147 CHF | 37 953 CHF | 96,53% | 96,53% |
19/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 266 465 CHF | 36 529 CHF | 97,38% | 97,38% |
18/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 254 946 CHF | 34 993 CHF | 92,42% | 92,42% |
15/11/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 243 214 CHF | 33 429 CHF | 97,17% | 97,17% |
14/11/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 250 830 CHF | 34 444 CHF | 98,29% | 98,29% |
13/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 280 552 CHF | 38 407 CHF | 92,84% | 92,84% |
12/11/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 261 381 CHF | 35 851 CHF | 96,51% | 96,51% |
11/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 243 376 CHF | 33 450 CHF | 90,94% | 90,94% |
08/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 249 946 CHF | 34 326 CHF | 92,03% | 92,03% |
07/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 247 395 CHF | 33 986 CHF | 98,68% | 98,68% |