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 | 3,05% | 0,33 CHF | 0,34 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 58 119 CHF | 59 919 CHF | 100,00% | 100,00% |
19/11/2024 | 2,88% | 0,32 CHF | 0,33 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 61 741 CHF | 63 541 CHF | 100,00% | 100,00% |
18/11/2024 | 3,15% | 0,30 CHF | 0,31 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 56 368 CHF | 58 168 CHF | 100,00% | 100,00% |
15/11/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 57 595 CHF | 59 395 CHF | 100,00% | 100,00% |
14/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 68 478 CHF | 70 296 CHF | 99,33% | 99,33% |
13/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 82 369 CHF | 84 269 CHF | 100,00% | 100,00% |
12/11/2024 | 2,54% | 0,44 CHF | 0,45 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 70 864 CHF | 72 683 CHF | 100,00% | 100,00% |
11/11/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 59 818 CHF | 61 618 CHF | 99,93% | 99,93% |
08/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 180 000 | 180 000 | 179 990 | 179 990 | 60 310 CHF | 62 110 CHF | 100,00% | 100,00% |
07/11/2024 | 3,41% | 0,27 CHF | 0,28 CHF | 170 000 | 170 000 | 171 564 | 171 564 | 49 749 CHF | 51 464 CHF | 100,00% | 100,00% |