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 | 2,31% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 29 938 CHF | 30 638 CHF | 99,49% | 99,49% |
19/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 28 972 CHF | 29 679 CHF | 100,00% | 100,00% |
18/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 919 CHF | 31 619 CHF | 99,90% | 99,90% |
15/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 029 CHF | 30 729 CHF | 100,00% | 100,00% |
14/11/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 73 271 | 73 271 | 27 697 CHF | 28 430 CHF | 98,66% | 98,66% |
13/11/2024 | 2,61% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 27 523 CHF | 28 251 CHF | 100,00% | 100,00% |
12/11/2024 | 2,28% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 389 CHF | 31 089 CHF | 99,88% | 99,88% |
11/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 32 139 CHF | 32 839 CHF | 100,00% | 100,00% |
08/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 362 CHF | 31 062 CHF | 99,04% | 99,04% |
07/11/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 33 307 CHF | 34 007 CHF | 100,00% | 100,00% |