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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 873 CHF | 18 373 CHF | 100,00% | 100,00% |
22/11/2024 | 3,36% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 507 CHF | 18 102 CHF | 100,00% | 100,00% |
20/11/2024 | 2,70% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 49 465 | 49 465 | 18 570 CHF | 19 070 CHF | 100,00% | 100,00% |
19/11/2024 | 2,73% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 566 CHF | 19 078 CHF | 100,00% | 100,00% |
18/11/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 085 CHF | 20 585 CHF | 100,00% | 100,00% |
15/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 318 CHF | 22 818 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 0,40 CHF | 0,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 587 CHF | 22 087 CHF | 99,27% | 99,27% |
13/11/2024 | 2,77% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 49 375 | 49 375 | 22 023 CHF | 22 637 CHF | 99,40% | 99,40% |
12/11/2024 | 2,85% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 067 CHF | 18 588 CHF | 100,00% | 100,00% |
11/11/2024 | 3,88% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 752 CHF | 14 295 CHF | 100,00% | 100,00% |