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 | 3,71% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 526 CHF | 27 526 CHF | 100,00% | 100,00% |
19/11/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 20 149 CHF | 20 899 CHF | 100,00% | 100,00% |
18/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 22 583 CHF | 23 333 CHF | 100,00% | 100,00% |
15/11/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 330 CHF | 25 080 CHF | 100,00% | 100,00% |
14/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 24 547 CHF | 25 297 CHF | 99,22% | 99,22% |
13/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 22 985 CHF | 23 732 CHF | 98,74% | 98,74% |
12/11/2024 | 2,96% | 0,31 CHF | 0,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 055 CHF | 25 805 CHF | 100,00% | 100,00% |
11/11/2024 | 2,60% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 495 CHF | 29 245 CHF | 100,00% | 100,00% |
08/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 057 CHF | 28 807 CHF | 100,00% | 100,00% |
07/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 31 343 CHF | 32 103 CHF | 98,73% | 98,73% |