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 | 2,44% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 121 724 CHF | 124 724 CHF | 100,00% | 100,00% |
19/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 120 311 CHF | 123 311 CHF | 99,90% | 99,90% |
18/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 300 000 | 300 000 | 297 071 | 297 071 | 128 427 CHF | 131 398 CHF | 100,00% | 100,00% |
15/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 290 000 | 290 000 | 290 585 | 290 585 | 133 209 CHF | 136 115 CHF | 100,00% | 100,00% |
14/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 146 579 CHF | 149 479 CHF | 100,00% | 100,00% |
13/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 290 000 | 290 000 | 284 460 | 284 460 | 151 535 CHF | 154 380 CHF | 100,00% | 100,00% |
12/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 290 000 | 290 000 | 285 345 | 285 345 | 150 548 CHF | 153 402 CHF | 99,87% | 99,87% |
11/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 156 408 CHF | 159 208 CHF | 100,00% | 100,00% |
08/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 290 000 | 290 000 | 283 999 | 283 999 | 152 530 CHF | 155 370 CHF | 98,95% | 98,95% |
07/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 156 575 CHF | 159 375 CHF | 100,00% | 100,00% |