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 | 2,70% | 0,38 CHF | 0,39 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 109 601 CHF | 112 601 CHF | 100,00% | 100,00% |
19/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 111 270 CHF | 114 270 CHF | 99,85% | 99,85% |
18/11/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 300 000 | 300 000 | 297 070 | 297 070 | 101 247 CHF | 104 217 CHF | 100,00% | 100,00% |
15/11/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 290 000 | 290 000 | 290 584 | 290 584 | 91 886 CHF | 94 792 CHF | 100,00% | 100,00% |
14/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 78 213 CHF | 81 113 CHF | 100,00% | 100,00% |
13/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 290 000 | 290 000 | 284 459 | 284 459 | 69 232 CHF | 72 077 CHF | 100,00% | 100,00% |
12/11/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 290 000 | 290 000 | 285 345 | 285 345 | 71 207 CHF | 74 061 CHF | 99,86% | 99,86% |
11/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 61 854 CHF | 64 654 CHF | 100,00% | 100,00% |
08/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 290 000 | 290 000 | 283 996 | 283 996 | 68 978 CHF | 71 818 CHF | 98,88% | 98,88% |
07/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 62 080 CHF | 64 880 CHF | 100,00% | 100,00% |