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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,34% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 710 CHF | 32 460 CHF | 100,00% | 100,00% |
20/11/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 29 707 CHF | 30 457 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 75 000 | 75 000 | 73 453 | 73 453 | 35 770 CHF | 36 516 CHF | 100,00% | 100,00% |
18/11/2024 | 2,25% | 0,48 CHF | 0,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 33 189 CHF | 33 939 CHF | 100,00% | 100,00% |
15/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 519 CHF | 33 269 CHF | 100,00% | 100,00% |
14/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 413 CHF | 36 163 CHF | 99,52% | 99,52% |
13/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 75 000 | 75 000 | 74 146 | 74 146 | 42 037 CHF | 42 783 CHF | 99,32% | 99,32% |
12/11/2024 | 1,95% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 140 CHF | 38 890 CHF | 100,00% | 100,00% |
11/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 255 CHF | 37 005 CHF | 100,00% | 100,00% |
08/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 559 CHF | 39 309 CHF | 100,00% | 100,00% |