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 | 2,89% | 0,93 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 501 CHF | 23 376 CHF | 100,00% | 100,00% |
19/11/2024 | 3,12% | 0,88 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 393 CHF | 22 523 CHF | 100,00% | 100,00% |
18/11/2024 | 2,90% | 0,88 CHF | 0,91 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 52 784 CHF | 22 641 CHF | 99,63% | 99,63% |
15/11/2024 | 3,11% | 0,89 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 434 CHF | 22 968 CHF | 100,00% | 100,00% |
14/11/2024 | 3,26% | 0,90 CHF | 0,93 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 608 CHF | 23 077 CHF | 99,44% | 99,44% |
13/11/2024 | 3,05% | 0,89 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 24 964 | 53 398 CHF | 22 903 CHF | 98,88% | 98,88% |
12/11/2024 | 3,11% | 0,87 CHF | 0,90 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 53 358 CHF | 22 934 CHF | 100,00% | 100,00% |
11/11/2024 | 3,12% | 0,92 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 55 157 CHF | 23 711 CHF | 100,00% | 100,00% |
08/11/2024 | 3,24% | 0,91 CHF | 0,94 CHF | 60 000 | 25 000 | 60 000 | 25 000 | 54 656 CHF | 23 523 CHF | 100,00% | 100,00% |
07/11/2024 | 3,34% | 0,92 CHF | 0,95 CHF | 60 000 | 25 000 | 58 179 | 24 376 | 54 225 CHF | 23 470 CHF | 99,06% | 99,06% |