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 | 2,35% | 0,42 CHF | 0,43 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 143 198 CHF | 146 598 CHF | 100,00% | 100,00% |
19/11/2024 | 2,91% | 0,35 CHF | 0,36 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 115 315 CHF | 118 715 CHF | 100,00% | 100,00% |
18/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 133 610 CHF | 137 110 CHF | 100,00% | 100,00% |
15/11/2024 | 2,46% | 0,37 CHF | 0,38 CHF | 330 000 | 330 000 | 330 000 | 330 000 | 132 630 CHF | 135 930 CHF | 100,00% | 100,00% |
14/11/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 145 866 CHF | 149 266 CHF | 100,00% | 100,00% |
13/11/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 130 928 CHF | 134 428 CHF | 100,00% | 100,00% |
12/11/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 360 000 | 360 000 | 360 000 | 360 000 | 122 744 CHF | 126 344 CHF | 100,00% | 100,00% |
11/11/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 390 000 | 390 000 | 390 000 | 390 000 | 125 474 CHF | 129 374 CHF | 100,00% | 100,00% |
08/11/2024 | 3,71% | 0,27 CHF | 0,28 CHF | 380 000 | 380 000 | 380 000 | 380 000 | 100 591 CHF | 104 391 CHF | 100,00% | 100,00% |
07/11/2024 | 3,04% | 0,30 CHF | 0,31 CHF | 360 000 | 360 000 | 360 000 | 360 000 | 117 086 CHF | 120 686 CHF | 100,00% | 100,00% |