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 | 2,71% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 109 532 CHF | 37 511 CHF | 99,36% | 99,36% |
19/11/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 721 CHF | 38 240 CHF | 99,34% | 99,34% |
18/11/2024 | 2,66% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 539 CHF | 38 180 CHF | 94,62% | 94,62% |
15/11/2024 | 1,90% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 994 CHF | 53 331 CHF | 99,36% | 99,36% |
14/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 018 CHF | 59 006 CHF | 99,36% | 99,36% |
13/11/2024 | 1,55% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 191 936 CHF | 64 979 CHF | 93,56% | 93,56% |
12/11/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 552 CHF | 78 851 CHF | 96,93% | 96,93% |
11/11/2024 | 1,31% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 228 817 CHF | 77 273 CHF | 99,37% | 99,37% |
08/11/2024 | 1,28% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 453 CHF | 78 818 CHF | 90,83% | 90,83% |
07/11/2024 | 1,59% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 187 874 CHF | 63 625 CHF | 88,30% | 88,30% |