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 | 3,03% | 0,31 CHF | 0,32 CHF | 140 000 | 140 000 | 140 019 | 140 019 | 45 595 CHF | 46 995 CHF | 100,00% | 100,00% |
19/11/2024 | 2,73% | 0,34 CHF | 0,35 CHF | 130 000 | 130 000 | 124 798 | 124 798 | 45 034 CHF | 46 282 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 48 857 CHF | 50 157 CHF | 100,00% | 100,00% |
15/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 46 814 CHF | 48 014 CHF | 100,00% | 100,00% |
14/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 120 000 | 120 000 | 126 797 | 126 797 | 48 358 CHF | 49 626 CHF | 99,36% | 99,36% |
13/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 130 000 | 130 000 | 125 682 | 125 682 | 47 652 CHF | 48 909 CHF | 100,00% | 100,00% |
12/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 47 007 CHF | 48 210 CHF | 100,00% | 100,00% |
11/11/2024 | 3,59% | 0,40 CHF | 0,42 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 48 999 CHF | 50 792 CHF | 99,93% | 99,93% |
08/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 45 741 CHF | 46 948 CHF | 100,00% | 100,00% |
07/11/2024 | 3,53% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 48 465 CHF | 50 208 CHF | 100,00% | 100,00% |