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 | 2,42% | 0,43 CHF | 0,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 122 707 CHF | 125 707 CHF | 100,00% | 100,00% |
19/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 125 925 CHF | 128 925 CHF | 100,00% | 100,00% |
18/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 117 290 CHF | 120 290 CHF | 100,00% | 100,00% |
15/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 112 720 CHF | 115 720 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 117 323 CHF | 120 323 CHF | 99,79% | 99,79% |
13/11/2024 | 2,54% | 0,41 CHF | 0,42 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 116 496 CHF | 119 496 CHF | 100,00% | 100,00% |
12/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 119 279 CHF | 122 279 CHF | 100,00% | 100,00% |
11/11/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 115 797 CHF | 118 797 CHF | 100,00% | 100,00% |
08/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 111 868 CHF | 114 868 CHF | 100,00% | 100,00% |
07/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 102 509 CHF | 105 509 CHF | 100,00% | 100,00% |