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 | 2,86% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 68 959 CHF | 70 959 CHF | 99,54% | 99,54% |
19/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 68 833 CHF | 70 833 CHF | 99,52% | 99,52% |
18/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 64 734 CHF | 66 734 CHF | 99,47% | 99,47% |
15/11/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 63 401 CHF | 65 401 CHF | 98,91% | 98,91% |
14/11/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 59 873 CHF | 61 623 CHF | 99,44% | 99,50% |
13/11/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 69 834 CHF | 71 834 CHF | 99,47% | 99,47% |
12/11/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 63 686 CHF | 65 686 CHF | 99,55% | 99,55% |
11/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 63 453 CHF | 65 453 CHF | 99,52% | 99,52% |
08/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 72 610 CHF | 74 860 CHF | 99,52% | 99,52% |
07/11/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 57 293 CHF | 59 293 CHF | 99,45% | 99,52% |