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% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 378 CHF | 28 128 CHF | 100,00% | 100,00% |
19/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 095 CHF | 28 845 CHF | 100,00% | 100,00% |
18/11/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 006 CHF | 28 756 CHF | 99,58% | 99,58% |
15/11/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 027 CHF | 27 777 CHF | 100,00% | 100,00% |
14/11/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 025 CHF | 25 775 CHF | 100,00% | 100,00% |
13/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 675 CHF | 26 425 CHF | 100,00% | 100,00% |
12/11/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 997 CHF | 25 747 CHF | 100,00% | 100,00% |
11/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 664 CHF | 25 414 CHF | 100,00% | 100,00% |
08/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 400 CHF | 26 150 CHF | 100,00% | 100,00% |
07/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 774 CHF | 26 524 CHF | 99,67% | 99,67% |