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 | 2,81% | 0,36 CHF | 0,37 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 59 626 CHF | 61 326 CHF | 100,00% | 100,00% |
19/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 58 247 CHF | 59 947 CHF | 100,00% | 100,00% |
18/11/2024 | 2,82% | 0,33 CHF | 0,34 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 59 457 CHF | 61 157 CHF | 100,00% | 100,00% |
15/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 60 915 CHF | 62 615 CHF | 100,00% | 100,00% |
14/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 64 478 CHF | 66 178 CHF | 99,33% | 99,33% |
13/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 170 000 | 170 000 | 171 308 | 171 308 | 73 209 CHF | 74 922 CHF | 100,00% | 100,00% |
12/11/2024 | 2,49% | 0,43 CHF | 0,44 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 67 492 CHF | 69 192 CHF | 100,00% | 100,00% |
11/11/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 61 552 CHF | 63 252 CHF | 99,93% | 99,93% |
08/11/2024 | 2,78% | 0,38 CHF | 0,39 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 60 448 CHF | 62 148 CHF | 100,00% | 100,00% |
07/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 55 671 CHF | 57 371 CHF | 100,00% | 100,00% |