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 | 2,88% | 0,33 CHF | 0,34 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 23 946 CHF | 24 646 CHF | 99,43% | 99,43% |
19/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 70 000 | 70 000 | 70 657 | 70 657 | 22 901 CHF | 23 608 CHF | 100,00% | 100,00% |
18/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 24 866 CHF | 25 566 CHF | 99,88% | 99,88% |
15/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 23 981 CHF | 24 681 CHF | 100,00% | 100,00% |
14/11/2024 | 3,37% | 0,32 CHF | 0,33 CHF | 70 000 | 70 000 | 73 268 | 73 268 | 21 423 CHF | 22 155 CHF | 98,52% | 98,52% |
13/11/2024 | 3,38% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 21 237 CHF | 21 965 CHF | 100,00% | 100,00% |
12/11/2024 | 2,84% | 0,32 CHF | 0,33 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 24 326 CHF | 25 026 CHF | 99,90% | 99,90% |
11/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 26 135 CHF | 26 835 CHF | 100,00% | 100,00% |
08/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 24 333 CHF | 25 033 CHF | 99,05% | 99,05% |
07/11/2024 | 2,54% | 0,36 CHF | 0,37 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 27 199 CHF | 27 899 CHF | 100,00% | 100,00% |