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 | 3,41% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 600 CHF | 22 350 CHF | 100,00% | 100,00% |
19/11/2024 | 3,33% | 0,29 CHF | 0,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 22 126 CHF | 22 876 CHF | 100,00% | 100,00% |
18/11/2024 | 3,34% | 0,28 CHF | 0,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 22 053 CHF | 22 803 CHF | 99,57% | 99,57% |
15/11/2024 | 3,45% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 352 CHF | 22 102 CHF | 100,00% | 100,00% |
14/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 19 937 CHF | 20 687 CHF | 100,00% | 100,00% |
13/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 405 CHF | 21 155 CHF | 100,00% | 100,00% |
12/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 19 932 CHF | 20 682 CHF | 100,00% | 100,00% |
11/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 19 559 CHF | 20 309 CHF | 100,00% | 100,00% |
08/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 198 CHF | 20 948 CHF | 100,00% | 100,00% |
07/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 416 CHF | 21 166 CHF | 99,67% | 99,67% |