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 | 2,80% | 0,35 CHF | 0,36 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 105 655 CHF | 108 655 CHF | 100,00% | 100,00% |
19/11/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 113 212 CHF | 116 212 CHF | 100,00% | 100,00% |
18/11/2024 | 2,91% | 0,35 CHF | 0,36 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 101 625 CHF | 104 625 CHF | 100,00% | 100,00% |
15/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 99 204 CHF | 102 204 CHF | 98,67% | 98,67% |
14/11/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 300 000 | 300 000 | 299 990 | 299 996 | 97 289 CHF | 100 291 CHF | 99,79% | 99,79% |
13/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 116 131 CHF | 119 131 CHF | 99,95% | 99,95% |
12/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 120 021 CHF | 123 021 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 127 620 CHF | 130 620 CHF | 100,00% | 100,00% |
08/11/2024 | 1,97% | 0,48 CHF | 0,49 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 150 781 CHF | 153 781 CHF | 100,00% | 100,00% |
07/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 143 301 CHF | 146 301 CHF | 100,00% | 100,00% |