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 | 3,19% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 61 665 CHF | 63 665 CHF | 100,00% | 100,00% |
19/11/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 30 285 CHF | 31 285 CHF | 99,90% | 99,90% |
18/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 34 416 CHF | 35 416 CHF | 99,91% | 99,91% |
15/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 35 510 CHF | 36 510 CHF | 100,00% | 100,00% |
14/11/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 35 062 CHF | 36 062 CHF | 100,00% | 100,00% |
13/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 32 344 CHF | 33 344 CHF | 100,00% | 100,00% |
12/11/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 34 095 CHF | 35 095 CHF | 99,71% | 99,71% |
11/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 34 936 CHF | 35 936 CHF | 99,91% | 99,91% |
08/11/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 33 976 CHF | 34 976 CHF | 100,00% | 100,00% |
07/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 39 443 CHF | 40 443 CHF | 99,87% | 99,87% |