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 | 2,99% | 0,35 CHF | 0,36 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 99 071 CHF | 102 071 CHF | 100,00% | 100,00% |
19/11/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 102 101 CHF | 105 101 CHF | 100,00% | 100,00% |
18/11/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 93 676 CHF | 96 676 CHF | 100,00% | 100,00% |
15/11/2024 | 3,31% | 0,32 CHF | 0,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 89 189 CHF | 92 189 CHF | 100,00% | 100,00% |
14/11/2024 | 3,15% | 0,30 CHF | 0,31 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 93 702 CHF | 96 702 CHF | 99,79% | 99,79% |
13/11/2024 | 3,18% | 0,33 CHF | 0,34 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 92 890 CHF | 95 890 CHF | 100,00% | 100,00% |
12/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 95 857 CHF | 98 857 CHF | 100,00% | 100,00% |
11/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 92 190 CHF | 95 190 CHF | 100,00% | 100,00% |
08/11/2024 | 3,34% | 0,31 CHF | 0,32 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 88 438 CHF | 91 438 CHF | 100,00% | 100,00% |
07/11/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 78 994 CHF | 81 994 CHF | 100,00% | 100,00% |