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 | 2,80% | 0,33 CHF | 0,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 26 443 CHF | 27 193 CHF | 100,00% | 100,00% |
19/11/2024 | 2,94% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 25 169 CHF | 25 919 CHF | 99,90% | 99,90% |
18/11/2024 | 2,66% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 27 896 CHF | 28 646 CHF | 99,92% | 99,92% |
15/11/2024 | 2,36% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 501 CHF | 32 251 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 0,48 CHF | 0,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 34 378 CHF | 35 128 CHF | 100,00% | 100,00% |
13/11/2024 | 2,33% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 831 CHF | 32 581 CHF | 100,00% | 100,00% |
12/11/2024 | 1,97% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 37 830 CHF | 38 580 CHF | 99,69% | 99,69% |
11/11/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 916 CHF | 39 666 CHF | 99,85% | 99,85% |
08/11/2024 | 1,84% | 0,44 CHF | 0,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 655 CHF | 41 405 CHF | 100,00% | 100,00% |
07/11/2024 | 1,96% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 123 CHF | 38 873 CHF | 83,09% | 83,09% |