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 | 4,07% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 666 CHF | 25 222 CHF | 99,35% | 99,35% |
19/11/2024 | 3,38% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 165 176 | 85 102 | 47 267 CHF | 25 544 CHF | 98,83% | 98,83% |
18/11/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 23 547 CHF | 24 297 CHF | 97,52% | 97,52% |
15/11/2024 | 3,29% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 22 462 CHF | 23 212 CHF | 99,35% | 99,35% |
14/11/2024 | 4,42% | 0,28 CHF | 0,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 16 713 CHF | 17 463 CHF | 99,36% | 99,36% |
13/11/2024 | 5,35% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 13 692 CHF | 14 442 CHF | 94,84% | 94,84% |
12/11/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 14 652 CHF | 15 402 CHF | 94,20% | 94,20% |
11/11/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 15 933 CHF | 16 683 CHF | 98,53% | 98,53% |
08/11/2024 | 5,09% | 0,22 CHF | 0,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 14 417 CHF | 15 167 CHF | 90,80% | 90,80% |
07/11/2024 | 4,19% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 17 571 CHF | 18 321 CHF | 98,67% | 98,67% |