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 | 2,10% | 0,45 CHF | 0,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 47 109 CHF | 48 109 CHF | 100,00% | 100,00% |
19/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 485 CHF | 36 235 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 37 973 CHF | 38 723 CHF | 100,00% | 100,00% |
15/11/2024 | 1,87% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 657 CHF | 40 407 CHF | 100,00% | 100,00% |
14/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 946 CHF | 40 696 CHF | 99,22% | 99,22% |
13/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 38 149 CHF | 38 898 CHF | 98,74% | 98,74% |
12/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 444 CHF | 41 194 CHF | 100,00% | 100,00% |
11/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 876 CHF | 44 626 CHF | 100,00% | 100,00% |
08/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 543 CHF | 44 293 CHF | 100,00% | 100,00% |
07/11/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 46 477 CHF | 47 229 CHF | 98,73% | 98,73% |