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 | 3,27% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 046 CHF | 15 546 CHF | 100,00% | 100,00% |
19/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 486 CHF | 15 986 CHF | 99,65% | 99,65% |
18/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 424 CHF | 16 924 CHF | 100,00% | 100,00% |
15/11/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 117 CHF | 17 617 CHF | 100,00% | 100,00% |
14/11/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 848 CHF | 17 348 CHF | 100,00% | 100,00% |
13/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 555 CHF | 17 055 CHF | 100,00% | 100,00% |
12/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 206 CHF | 16 706 CHF | 100,00% | 100,00% |
11/11/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 347 CHF | 15 847 CHF | 100,00% | 100,00% |
08/11/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 594 CHF | 15 094 CHF | 100,00% | 100,00% |
07/11/2024 | 3,33% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 786 CHF | 15 286 CHF | 100,00% | 100,00% |