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 | 4,43% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 39 748 CHF | 41 548 CHF | 100,00% | 100,00% |
19/11/2024 | 4,38% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 218 CHF | 42 018 CHF | 100,00% | 100,00% |
18/11/2024 | 4,04% | 0,37 CHF | 0,38 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 43 708 CHF | 45 508 CHF | 100,00% | 100,00% |
15/11/2024 | 3,77% | 0,37 CHF | 0,39 CHF | 120 000 | 120 000 | 115 505 | 115 505 | 45 070 CHF | 46 803 CHF | 100,00% | 100,00% |
14/11/2024 | 3,69% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 47 993 CHF | 49 793 CHF | 100,00% | 100,00% |
13/11/2024 | 3,83% | 0,38 CHF | 0,39 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 46 105 CHF | 47 905 CHF | 100,00% | 100,00% |
12/11/2024 | 3,61% | 0,39 CHF | 0,40 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 45 001 CHF | 46 651 CHF | 100,00% | 100,00% |
11/11/2024 | 3,34% | 0,48 CHF | 0,50 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 50 556 CHF | 52 272 CHF | 100,00% | 100,00% |
08/11/2024 | 3,27% | 0,45 CHF | 0,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 45 667 CHF | 47 186 CHF | 98,90% | 98,90% |
07/11/2024 | 3,82% | 0,51 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 385 CHF | 53 385 CHF | 100,00% | 100,00% |