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 | 4,19% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 120 020 | 120 020 | 28 102 CHF | 29 302 CHF | 100,00% | 100,00% |
19/11/2024 | 3,53% | 0,25 CHF | 0,26 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 30 644 CHF | 31 744 CHF | 100,00% | 100,00% |
18/11/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 32 600 CHF | 33 700 CHF | 100,00% | 100,00% |
15/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 34 301 CHF | 35 401 CHF | 100,00% | 100,00% |
14/11/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 33 266 CHF | 34 366 CHF | 99,41% | 99,41% |
13/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 33 119 CHF | 34 219 CHF | 100,00% | 100,00% |
12/11/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 34 536 CHF | 35 639 CHF | 100,00% | 100,00% |
11/11/2024 | 4,41% | 0,33 CHF | 0,34 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 36 448 CHF | 38 092 CHF | 99,93% | 99,93% |
08/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 33 160 CHF | 34 266 CHF | 100,00% | 100,00% |
07/11/2024 | 4,37% | 0,32 CHF | 0,34 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 35 797 CHF | 37 395 CHF | 100,00% | 100,00% |