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 | 2,57% | 0,39 CHF | 0,40 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 69 230 CHF | 71 030 CHF | 100,00% | 100,00% |
19/11/2024 | 2,45% | 0,38 CHF | 0,39 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 72 588 CHF | 74 388 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 67 455 CHF | 69 255 CHF | 100,00% | 100,00% |
15/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 68 544 CHF | 70 344 CHF | 100,00% | 100,00% |
14/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 180 000 | 180 000 | 181 847 | 181 847 | 79 641 CHF | 81 460 CHF | 99,39% | 99,39% |
13/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 94 242 CHF | 96 142 CHF | 100,00% | 100,00% |
12/11/2024 | 2,20% | 0,50 CHF | 0,51 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 82 010 CHF | 83 830 CHF | 100,00% | 100,00% |
11/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 70 932 CHF | 72 732 CHF | 99,93% | 99,93% |
08/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 180 000 | 180 000 | 179 990 | 179 990 | 71 365 CHF | 73 165 CHF | 100,00% | 100,00% |
07/11/2024 | 2,82% | 0,33 CHF | 0,34 CHF | 170 000 | 170 000 | 171 564 | 171 564 | 60 252 CHF | 61 968 CHF | 100,00% | 100,00% |