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 | 3,98% | 0,33 CHF | 0,35 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 33 318 CHF | 34 668 CHF | 99,43% | 99,43% |
19/11/2024 | 4,25% | 0,33 CHF | 0,35 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 27 769 CHF | 28 969 CHF | 100,00% | 100,00% |
18/11/2024 | 4,41% | 0,36 CHF | 0,38 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 30 016 CHF | 31 366 CHF | 99,88% | 99,88% |
15/11/2024 | 4,76% | 0,33 CHF | 0,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 30 848 CHF | 32 348 CHF | 100,00% | 100,00% |
14/11/2024 | 5,52% | 0,29 CHF | 0,31 CHF | 110 000 | 110 000 | 116 103 | 116 103 | 29 418 CHF | 31 087 CHF | 98,63% | 98,63% |
13/11/2024 | 5,53% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 25 560 CHF | 27 010 CHF | 100,00% | 100,00% |
12/11/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 110 000 | 110 000 | 105 417 | 105 417 | 21 740 CHF | 23 005 CHF | 99,88% | 99,88% |
11/11/2024 | 5,62% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 31 186 CHF | 32 986 CHF | 100,00% | 100,00% |
08/11/2024 | 5,77% | 0,19 CHF | 0,21 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 22 280 CHF | 23 602 CHF | 98,31% | 98,31% |
07/11/2024 | 5,39% | 0,25 CHF | 0,27 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 29 925 CHF | 31 575 CHF | 100,00% | 100,00% |