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 | 3,95% | 0,24 CHF | 0,25 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 392 CHF | 18 092 CHF | 99,43% | 99,43% |
19/11/2024 | 4,29% | 0,24 CHF | 0,25 CHF | 70 000 | 70 000 | 70 659 | 70 659 | 16 179 CHF | 16 885 CHF | 100,00% | 100,00% |
18/11/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 18 330 CHF | 19 030 CHF | 99,88% | 99,88% |
15/11/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 264 CHF | 17 964 CHF | 100,00% | 100,00% |
14/11/2024 | 4,93% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 73 269 | 73 269 | 14 530 CHF | 15 262 CHF | 98,61% | 98,61% |
13/11/2024 | 4,95% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 14 422 CHF | 15 150 CHF | 100,00% | 100,00% |
12/11/2024 | 3,90% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 632 CHF | 18 332 CHF | 99,90% | 99,90% |
11/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 19 536 CHF | 20 236 CHF | 100,00% | 100,00% |
08/11/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 618 CHF | 18 318 CHF | 99,05% | 99,05% |
07/11/2024 | 3,34% | 0,26 CHF | 0,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 20 626 CHF | 21 326 CHF | 100,00% | 100,00% |