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 | 3,44% | 0,28 CHF | 0,30 CHF | 110 000 | 110 000 | 107 133 | 107 133 | 30 603 CHF | 31 674 CHF | 100,00% | 100,00% |
19/11/2024 | 3,52% | 0,28 CHF | 0,28 CHF | 110 000 | 110 000 | 107 132 | 107 132 | 29 872 CHF | 30 944 CHF | 100,00% | 100,00% |
18/11/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 28 248 CHF | 29 319 CHF | 100,00% | 100,00% |
15/11/2024 | 4,14% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 112 644 | 112 644 | 26 688 CHF | 27 814 CHF | 100,00% | 100,00% |
14/11/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 116 853 | 116 853 | 24 902 CHF | 26 071 CHF | 99,36% | 99,36% |
13/11/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 115 924 | 115 924 | 26 575 CHF | 27 734 CHF | 100,00% | 100,00% |
12/11/2024 | 4,29% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 116 994 | 116 994 | 26 669 CHF | 27 839 CHF | 68,32% | 100,00% |
11/11/2024 | 3,54% | 0,26 CHF | 0,27 CHF | 110 000 | 110 000 | 107 131 | 107 131 | 29 710 CHF | 30 781 CHF | 99,93% | 99,93% |
08/11/2024 | 2,99% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 89 262 | 89 262 | 29 425 CHF | 30 317 CHF | 100,00% | 100,00% |
07/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 100 000 | 100 000 | 97 930 | 97 930 | 44 723 CHF | 45 702 CHF | 98,53% | 98,53% |