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 | 2,19% | 0,48 CHF | 0,49 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 135 692 CHF | 138 692 CHF | 100,00% | 100,00% |
19/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 138 558 CHF | 141 558 CHF | 100,00% | 100,00% |
18/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 129 909 CHF | 132 909 CHF | 100,00% | 100,00% |
15/11/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 125 429 CHF | 128 429 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 130 156 CHF | 133 156 CHF | 99,91% | 99,91% |
13/11/2024 | 2,30% | 0,46 CHF | 0,47 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 129 120 CHF | 132 120 CHF | 100,00% | 100,00% |
12/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 131 958 CHF | 134 958 CHF | 100,00% | 100,00% |
11/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 128 689 CHF | 131 689 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 124 874 CHF | 127 874 CHF | 100,00% | 100,00% |
07/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 114 498 CHF | 117 498 CHF | 100,00% | 100,00% |