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 | 3,31% | 0,28 CHF | 0,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 22 292 CHF | 23 042 CHF | 94,79% | 94,79% |
19/11/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 411 CHF | 21 161 CHF | 100,00% | 100,00% |
18/11/2024 | 4,39% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 15 960 CHF | 16 629 CHF | 100,00% | 100,00% |
15/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 23 899 CHF | 24 649 CHF | 100,00% | 100,00% |
14/11/2024 | 3,38% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 21 877 CHF | 22 627 CHF | 83,69% | 83,69% |
13/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 74 112 | 74 112 | 20 286 CHF | 21 033 CHF | 94,16% | 94,16% |
12/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 186 CHF | 20 936 CHF | 84,38% | 84,38% |
11/11/2024 | 2,73% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 172 CHF | 27 922 CHF | 94,79% | 94,79% |
08/11/2024 | 3,19% | 0,33 CHF | 0,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 23 150 CHF | 23 900 CHF | 100,00% | 100,00% |
07/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 72 251 | 72 251 | 21 991 CHF | 22 717 CHF | 93,52% | 93,52% |