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 | 2,27% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 52 239 CHF | 53 439 CHF | 99,44% | 99,44% |
19/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 56 150 CHF | 57 350 CHF | 100,00% | 100,00% |
18/11/2024 | 2,20% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 54 018 CHF | 55 218 CHF | 99,88% | 99,88% |
15/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 55 226 CHF | 56 426 CHF | 100,00% | 100,00% |
14/11/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 56 974 CHF | 58 174 CHF | 98,57% | 98,57% |
13/11/2024 | 2,11% | 0,50 CHF | 0,51 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 56 343 CHF | 57 543 CHF | 100,00% | 100,00% |
12/11/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 51 447 CHF | 52 647 CHF | 99,88% | 99,88% |
11/11/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 49 455 CHF | 50 655 CHF | 100,00% | 100,00% |
08/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 50 321 CHF | 51 521 CHF | 99,05% | 99,05% |
07/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 47 918 CHF | 49 118 CHF | 100,00% | 100,00% |