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 | 2,70% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 36 564 CHF | 37 564 CHF | 100,00% | 100,00% |
19/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 670 CHF | 28 420 CHF | 100,00% | 100,00% |
18/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 30 118 CHF | 30 868 CHF | 100,00% | 100,00% |
15/11/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 105 CHF | 32 855 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 392 CHF | 33 142 CHF | 99,22% | 99,22% |
13/11/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 30 665 CHF | 31 416 CHF | 98,74% | 98,74% |
12/11/2024 | 2,28% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 587 CHF | 33 337 CHF | 100,00% | 100,00% |
11/11/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 037 CHF | 36 787 CHF | 100,00% | 100,00% |
08/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 996 CHF | 36 746 CHF | 100,00% | 100,00% |
07/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 39 002 CHF | 39 761 CHF | 98,73% | 98,73% |