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 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 52 593 CHF | 53 793 CHF | 99,49% | 99,49% |
19/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 56 437 CHF | 57 637 CHF | 100,00% | 100,00% |
18/11/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 54 227 CHF | 55 427 CHF | 99,90% | 99,90% |
15/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 55 554 CHF | 56 754 CHF | 100,00% | 100,00% |
14/11/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 57 249 CHF | 58 449 CHF | 98,52% | 98,52% |
13/11/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 56 684 CHF | 57 884 CHF | 100,00% | 100,00% |
12/11/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 51 665 CHF | 52 865 CHF | 99,88% | 99,88% |
11/11/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 49 754 CHF | 50 954 CHF | 100,00% | 100,00% |
08/11/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 50 619 CHF | 51 819 CHF | 99,04% | 99,04% |
07/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 48 265 CHF | 49 465 CHF | 99,04% | 99,04% |