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 | 3,06% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 38 602 CHF | 39 802 CHF | 99,49% | 99,49% |
19/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 42 434 CHF | 43 634 CHF | 100,00% | 100,00% |
18/11/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 238 CHF | 41 438 CHF | 99,90% | 99,90% |
15/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 41 594 CHF | 42 794 CHF | 100,00% | 100,00% |
14/11/2024 | 2,74% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 43 221 CHF | 44 421 CHF | 98,63% | 98,63% |
13/11/2024 | 2,78% | 0,38 CHF | 0,39 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 42 593 CHF | 43 793 CHF | 100,00% | 100,00% |
12/11/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 37 642 CHF | 38 842 CHF | 99,88% | 99,88% |
11/11/2024 | 3,30% | 0,28 CHF | 0,29 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 35 792 CHF | 36 992 CHF | 100,00% | 100,00% |
08/11/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 36 497 CHF | 37 697 CHF | 99,04% | 99,04% |
07/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 34 126 CHF | 35 326 CHF | 99,93% | 99,93% |