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 | 2,38% | 0,40 CHF | 0,41 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 45 629 CHF | 46 729 CHF | 100,00% | 100,00% |
19/11/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 50 855 CHF | 51 955 CHF | 100,00% | 100,00% |
18/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 52 940 CHF | 54 040 CHF | 100,00% | 100,00% |
15/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 54 682 CHF | 55 782 CHF | 100,00% | 100,00% |
14/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 53 650 CHF | 54 750 CHF | 99,36% | 99,36% |
13/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 53 487 CHF | 54 587 CHF | 100,00% | 100,00% |
12/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 55 052 CHF | 56 158 CHF | 100,00% | 100,00% |
11/11/2024 | 3,81% | 0,51 CHF | 0,53 CHF | 110 000 | 110 000 | 109 980 | 109 980 | 56 288 CHF | 58 475 CHF | 99,93% | 99,93% |
08/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 53 483 CHF | 54 596 CHF | 100,00% | 100,00% |
07/11/2024 | 3,69% | 0,50 CHF | 0,52 CHF | 110 000 | 110 000 | 109 977 | 109 977 | 55 749 CHF | 57 845 CHF | 100,00% | 100,00% |