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 | 4,18% | 0,23 CHF | 0,24 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 9 367 CHF | 9 767 CHF | 99,56% | 99,56% |
19/11/2024 | 3,25% | 0,23 CHF | 0,24 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 6 140 CHF | 6 340 CHF | 99,50% | 99,50% |
18/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 7 498 CHF | 7 648 CHF | 99,48% | 99,48% |
15/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 8 002 CHF | 8 152 CHF | 99,53% | 99,53% |
14/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 8 672 CHF | 8 822 CHF | 99,57% | 99,57% |
13/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 8 383 CHF | 8 533 CHF | 99,49% | 99,49% |
12/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 8 093 CHF | 8 243 CHF | 99,57% | 99,57% |
11/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 10 216 CHF | 10 416 CHF | 99,51% | 99,51% |
08/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 9 611 CHF | 9 811 CHF | 99,55% | 99,55% |
07/11/2024 | 2,32% | 0,44 CHF | 0,45 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 6 430 CHF | 6 580 CHF | 99,50% | 99,50% |