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 | 3,13% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 31 526 CHF | 32 526 CHF | 100,00% | 100,00% |
19/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 23 899 CHF | 24 649 CHF | 100,00% | 100,00% |
18/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 26 368 CHF | 27 118 CHF | 100,00% | 100,00% |
15/11/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 355 CHF | 29 105 CHF | 100,00% | 100,00% |
14/11/2024 | 2,59% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 642 CHF | 29 392 CHF | 99,22% | 99,22% |
13/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 26 940 CHF | 27 690 CHF | 98,74% | 98,74% |
12/11/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 805 CHF | 29 555 CHF | 100,00% | 100,00% |
11/11/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 287 CHF | 33 037 CHF | 100,00% | 100,00% |
08/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 807 CHF | 32 557 CHF | 100,00% | 100,00% |
07/11/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 35 317 CHF | 36 073 CHF | 98,73% | 98,73% |