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 | 2,12% | 0,48 CHF | 0,49 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 21 006 CHF | 21 456 CHF | 99,57% | 99,57% |
19/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 20 286 CHF | 20 736 CHF | 99,41% | 99,48% |
18/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 899 CHF | 22 399 CHF | 99,51% | 99,51% |
15/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 18 695 CHF | 19 145 CHF | 98,91% | 98,97% |
14/11/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 18 394 CHF | 18 794 CHF | 99,57% | 99,57% |
13/11/2024 | 2,29% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 725 CHF | 22 225 CHF | 99,09% | 99,09% |
12/11/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 655 CHF | 19 155 CHF | 99,58% | 99,58% |
11/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 057 CHF | 22 657 CHF | 99,52% | 99,52% |
08/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 144 CHF | 22 744 CHF | 99,51% | 99,51% |
07/11/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 685 CHF | 17 185 CHF | 99,05% | 99,05% |