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 | 3,54% | 0,26 CHF | 0,27 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 38 872 CHF | 40 272 CHF | 100,00% | 100,00% |
19/11/2024 | 3,12% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 37 843 CHF | 39 043 CHF | 100,00% | 100,00% |
18/11/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 39 807 CHF | 41 007 CHF | 100,00% | 100,00% |
15/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 41 526 CHF | 42 726 CHF | 100,00% | 100,00% |
14/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 440 CHF | 41 640 CHF | 99,36% | 99,36% |
13/11/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 388 CHF | 41 588 CHF | 100,00% | 100,00% |
12/11/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 41 909 CHF | 43 113 CHF | 100,00% | 100,00% |
11/11/2024 | 4,01% | 0,36 CHF | 0,38 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 43 767 CHF | 45 560 CHF | 99,93% | 99,93% |
08/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 567 CHF | 41 774 CHF | 100,00% | 100,00% |
07/11/2024 | 3,95% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 119 977 | 119 977 | 43 259 CHF | 45 002 CHF | 100,00% | 100,00% |