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 | 2,72% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 271 CHF | 28 021 CHF | 94,79% | 94,79% |
19/11/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 262 CHF | 26 012 CHF | 100,00% | 100,00% |
18/11/2024 | 4,17% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 51 451 | 51 451 | 19 480 CHF | 20 230 CHF | 100,00% | 100,00% |
15/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 970 CHF | 29 720 CHF | 100,00% | 100,00% |
14/11/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 26 927 CHF | 27 677 CHF | 83,69% | 83,69% |
13/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 74 112 | 74 112 | 25 392 CHF | 26 136 CHF | 94,16% | 94,16% |
12/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 426 CHF | 26 176 CHF | 84,38% | 84,38% |
11/11/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 134 CHF | 32 884 CHF | 94,79% | 94,79% |
08/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 279 CHF | 29 029 CHF | 100,00% | 100,00% |
07/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 72 251 | 72 251 | 26 740 CHF | 27 469 CHF | 93,52% | 93,52% |