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 | 2,28% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 342 CHF | 31 042 CHF | 99,44% | 99,44% |
19/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 70 657 | 70 657 | 29 238 CHF | 29 945 CHF | 100,00% | 100,00% |
18/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 31 158 CHF | 31 858 CHF | 99,88% | 99,88% |
15/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 283 CHF | 30 983 CHF | 100,00% | 100,00% |
14/11/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 73 267 | 73 267 | 28 007 CHF | 28 740 CHF | 98,61% | 98,61% |
13/11/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 27 889 CHF | 28 618 CHF | 100,00% | 100,00% |
12/11/2024 | 2,26% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 619 CHF | 31 319 CHF | 99,90% | 99,90% |
11/11/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 32 436 CHF | 33 136 CHF | 100,00% | 100,00% |
08/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 647 CHF | 31 347 CHF | 99,05% | 99,05% |
07/11/2024 | 2,07% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 33 536 CHF | 34 236 CHF | 100,00% | 100,00% |