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 | 3,95% | 0,24 CHF | 0,25 CHF | 196 000 | 196 000 | 195 633 | 195 633 | 48 684 CHF | 50 640 CHF | 100,00% | 100,00% |
19/11/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 196 000 | 196 000 | 195 585 | 195 585 | 49 947 CHF | 51 903 CHF | 100,00% | 100,00% |
18/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 63 451 CHF | 65 371 CHF | 100,00% | 100,00% |
15/11/2024 | 3,02% | 0,30 CHF | 0,31 CHF | 194 000 | 194 000 | 192 124 | 192 124 | 62 877 CHF | 64 799 CHF | 100,00% | 100,00% |
14/11/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 190 000 | 190 000 | 191 384 | 191 384 | 65 408 CHF | 67 322 CHF | 100,00% | 100,00% |
13/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 194 000 | 194 000 | 193 068 | 193 068 | 59 158 CHF | 61 089 CHF | 100,00% | 100,00% |
12/11/2024 | 2,98% | 0,31 CHF | 0,32 CHF | 192 000 | 192 000 | 192 000 | 192 000 | 63 445 CHF | 65 365 CHF | 99,85% | 99,85% |
11/11/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 190 000 | 190 000 | 188 571 | 188 571 | 74 004 CHF | 75 890 CHF | 99,69% | 99,69% |
08/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 190 000 | 190 000 | 189 376 | 189 376 | 73 580 CHF | 75 473 CHF | 98,81% | 98,81% |
07/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 78 748 CHF | 80 628 CHF | 100,00% | 100,00% |