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 | 3,36% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 29 233 CHF | 30 233 CHF | 99,57% | 99,57% |
19/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 28 741 CHF | 29 741 CHF | 99,52% | 99,57% |
18/11/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 33 588 CHF | 34 838 CHF | 99,49% | 99,49% |
15/11/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 31 359 CHF | 32 609 CHF | 98,89% | 98,89% |
14/11/2024 | 4,29% | 0,24 CHF | 0,25 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 34 246 CHF | 35 746 CHF | 99,03% | 99,03% |
13/11/2024 | 4,48% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 32 744 CHF | 34 244 CHF | 99,53% | 99,53% |
12/11/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 31 656 CHF | 33 156 CHF | 99,56% | 99,56% |
11/11/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 30 896 CHF | 32 396 CHF | 99,50% | 99,50% |
08/11/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 31 175 CHF | 32 675 CHF | 99,53% | 99,53% |
07/11/2024 | 4,69% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 31 229 CHF | 32 729 CHF | 99,51% | 99,51% |