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 | 3,24% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 36 493 CHF | 37 693 CHF | 99,43% | 99,43% |
19/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 362 CHF | 41 562 CHF | 100,00% | 100,00% |
18/11/2024 | 3,10% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 38 157 CHF | 39 357 CHF | 99,88% | 99,88% |
15/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 39 467 CHF | 40 667 CHF | 100,00% | 100,00% |
14/11/2024 | 2,88% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 41 110 CHF | 42 310 CHF | 98,58% | 98,58% |
13/11/2024 | 2,93% | 0,37 CHF | 0,38 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 462 CHF | 41 662 CHF | 100,00% | 100,00% |
12/11/2024 | 3,32% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 35 608 CHF | 36 808 CHF | 99,89% | 99,89% |
11/11/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 33 710 CHF | 34 910 CHF | 100,00% | 100,00% |
08/11/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 34 338 CHF | 35 538 CHF | 99,05% | 99,05% |
07/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 32 045 CHF | 33 245 CHF | 100,00% | 100,00% |