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 | 4,29% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 27 368 CHF | 28 568 CHF | 99,48% | 99,48% |
19/11/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 31 249 CHF | 32 449 CHF | 100,00% | 100,00% |
18/11/2024 | 4,05% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 29 069 CHF | 30 269 CHF | 99,89% | 99,89% |
15/11/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 30 335 CHF | 31 535 CHF | 100,00% | 100,00% |
14/11/2024 | 3,69% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 31 970 CHF | 33 170 CHF | 98,68% | 98,68% |
13/11/2024 | 3,77% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 31 387 CHF | 32 587 CHF | 100,00% | 100,00% |
12/11/2024 | 4,44% | 0,24 CHF | 0,25 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 26 448 CHF | 27 648 CHF | 99,88% | 99,88% |
11/11/2024 | 4,79% | 0,19 CHF | 0,20 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 24 489 CHF | 25 689 CHF | 100,00% | 100,00% |
08/11/2024 | 4,62% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 25 378 CHF | 26 578 CHF | 99,04% | 99,04% |
07/11/2024 | 5,12% | 0,20 CHF | 0,21 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 22 890 CHF | 24 090 CHF | 99,04% | 99,04% |