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 | 2,37% | 0,42 CHF | 0,43 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 75 052 CHF | 76 852 CHF | 100,00% | 100,00% |
19/11/2024 | 2,27% | 0,41 CHF | 0,42 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 78 404 CHF | 80 204 CHF | 100,00% | 100,00% |
18/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 73 359 CHF | 75 159 CHF | 100,00% | 100,00% |
15/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 74 419 CHF | 76 219 CHF | 100,00% | 100,00% |
14/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 85 447 CHF | 87 265 CHF | 99,33% | 99,33% |
13/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 100 259 CHF | 102 159 CHF | 100,00% | 100,00% |
12/11/2024 | 2,06% | 0,54 CHF | 0,55 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 87 805 CHF | 89 624 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 76 823 CHF | 78 623 CHF | 99,93% | 99,93% |
08/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 77 263 CHF | 79 062 CHF | 100,00% | 100,00% |
07/11/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 170 000 | 170 000 | 171 560 | 171 560 | 65 898 CHF | 67 614 CHF | 100,00% | 100,00% |