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 | 3,75% | 0,26 CHF | 0,27 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 15 738 CHF | 16 338 CHF | 100,00% | 100,00% |
19/11/2024 | 4,24% | 0,25 CHF | 0,26 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 13 870 CHF | 14 470 CHF | 99,85% | 99,85% |
18/11/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 60 000 | 60 000 | 64 444 | 64 444 | 15 361 CHF | 16 005 CHF | 99,92% | 99,92% |
15/11/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 60 000 | 60 000 | 64 781 | 64 781 | 15 538 CHF | 16 185 CHF | 100,00% | 100,00% |
14/11/2024 | 4,61% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 14 877 CHF | 15 577 CHF | 100,00% | 100,00% |
13/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 13 363 CHF | 14 063 CHF | 100,00% | 100,00% |
12/11/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 13 787 CHF | 14 487 CHF | 99,84% | 99,84% |
11/11/2024 | 3,88% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 62 600 | 62 600 | 15 819 CHF | 16 445 CHF | 100,00% | 100,00% |
08/11/2024 | 5,31% | 0,22 CHF | 0,23 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 12 896 CHF | 13 596 CHF | 98,58% | 98,58% |
07/11/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 60 000 | 60 000 | 68 129 | 68 129 | 16 764 CHF | 17 446 CHF | 100,00% | 100,00% |