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 | 3,10% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 116 873 | 116 873 | 37 191 CHF | 38 360 CHF | 100,00% | 100,00% |
19/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 116 871 | 116 871 | 35 136 CHF | 36 305 CHF | 100,00% | 100,00% |
18/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 126 615 | 126 615 | 35 591 CHF | 36 857 CHF | 100,00% | 100,00% |
15/11/2024 | 3,85% | 0,26 CHF | 0,27 CHF | 130 000 | 130 000 | 126 612 | 126 612 | 32 363 CHF | 33 630 CHF | 100,00% | 100,00% |
14/11/2024 | 4,39% | 0,23 CHF | 0,24 CHF | 130 000 | 130 000 | 126 591 | 126 591 | 28 273 CHF | 29 539 CHF | 99,36% | 99,36% |
13/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 130 000 | 130 000 | 126 615 | 126 615 | 31 033 CHF | 32 299 CHF | 100,00% | 100,00% |
12/11/2024 | 3,99% | 0,22 CHF | 0,23 CHF | 130 000 | 130 000 | 126 913 | 126 913 | 31 210 CHF | 32 480 CHF | 68,32% | 100,00% |
11/11/2024 | 3,17% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 116 871 | 116 871 | 36 290 CHF | 37 459 CHF | 99,93% | 99,93% |
08/11/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 108 846 | 108 846 | 39 620 CHF | 40 708 CHF | 99,67% | 99,67% |
07/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 110 000 | 110 000 | 107 091 | 107 091 | 50 780 CHF | 51 851 CHF | 98,53% | 98,53% |