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 | 4,64% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 21 130 CHF | 22 130 CHF | 100,00% | 100,00% |
19/11/2024 | 4,59% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 16 068 CHF | 16 818 CHF | 100,00% | 100,00% |
18/11/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 18 833 CHF | 19 583 CHF | 100,00% | 100,00% |
15/11/2024 | 3,58% | 0,26 CHF | 0,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 580 CHF | 21 330 CHF | 100,00% | 100,00% |
14/11/2024 | 3,55% | 0,29 CHF | 0,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 797 CHF | 21 547 CHF | 99,22% | 99,22% |
13/11/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 19 261 CHF | 20 010 CHF | 98,74% | 98,74% |
12/11/2024 | 3,52% | 0,26 CHF | 0,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 976 CHF | 21 726 CHF | 100,00% | 100,00% |
11/11/2024 | 2,99% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 745 CHF | 25 495 CHF | 100,00% | 100,00% |
08/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 287 CHF | 25 037 CHF | 100,00% | 100,00% |
07/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 27 658 CHF | 28 410 CHF | 98,73% | 98,73% |