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 | 2,95% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 685 CHF | 17 185 CHF | 99,53% | 99,53% |
19/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 285 CHF | 17 785 CHF | 99,44% | 99,50% |
18/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 841 CHF | 18 341 CHF | 99,51% | 99,51% |
15/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 030 CHF | 19 530 CHF | 98,95% | 98,95% |
14/11/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 20 787 CHF | 21 387 CHF | 99,57% | 99,57% |
13/11/2024 | 2,60% | 0,31 CHF | 0,32 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 17 291 CHF | 17 741 CHF | 99,10% | 99,10% |
12/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 20 545 CHF | 20 995 CHF | 99,57% | 99,57% |
11/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 20 912 CHF | 21 362 CHF | 99,52% | 99,52% |
08/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 18 559 CHF | 18 959 CHF | 99,50% | 99,50% |
07/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 23 405 CHF | 23 855 CHF | 99,05% | 99,05% |