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 | 2,27% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 52 222 CHF | 53 422 CHF | 100,00% | 100,00% |
19/11/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 52 797 CHF | 53 897 CHF | 100,00% | 100,00% |
18/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 54 787 CHF | 55 887 CHF | 100,00% | 100,00% |
15/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 56 538 CHF | 57 638 CHF | 100,00% | 100,00% |
14/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 55 506 CHF | 56 606 CHF | 99,36% | 99,36% |
13/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 55 310 CHF | 56 410 CHF | 100,00% | 100,00% |
12/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 56 663 CHF | 57 769 CHF | 100,00% | 100,00% |
11/11/2024 | 3,69% | 0,52 CHF | 0,54 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 58 104 CHF | 60 291 CHF | 99,93% | 99,93% |
08/11/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 55 447 CHF | 56 560 CHF | 100,00% | 100,00% |
07/11/2024 | 3,57% | 0,52 CHF | 0,54 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 57 645 CHF | 59 741 CHF | 100,00% | 100,00% |