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 | 2,73% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 263 CHF | 55 763 CHF | 100,00% | 100,00% |
19/11/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 137 156 | 137 156 | 54 190 CHF | 55 562 CHF | 99,28% | 99,28% |
18/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 346 CHF | 54 846 CHF | 99,88% | 99,88% |
15/11/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 832 CHF | 54 332 CHF | 100,00% | 100,00% |
14/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 145 289 | 145 289 | 56 350 CHF | 57 803 CHF | 100,00% | 100,00% |
13/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 398 | 125 398 | 52 586 CHF | 53 839 CHF | 100,00% | 100,00% |
12/11/2024 | 2,91% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 165 854 | 165 854 | 56 049 CHF | 57 708 CHF | 99,68% | 99,68% |
11/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 156 735 | 156 735 | 52 801 CHF | 54 369 CHF | 99,86% | 99,86% |
08/11/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 442 CHF | 55 942 CHF | 100,00% | 100,00% |
07/11/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 262 | 150 262 | 51 925 CHF | 53 428 CHF | 99,91% | 99,91% |