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 | 2,10% | 0,43 CHF | 0,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 70 944 CHF | 72 444 CHF | 100,00% | 100,00% |
19/11/2024 | 2,54% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 58 525 CHF | 60 025 CHF | 99,92% | 99,92% |
18/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 38 453 CHF | 39 203 CHF | 99,92% | 99,92% |
15/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 41 094 CHF | 41 844 CHF | 100,00% | 100,00% |
14/11/2024 | 2,20% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 34 032 CHF | 34 782 CHF | 100,00% | 100,00% |
13/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 26 288 CHF | 27 038 CHF | 100,00% | 100,00% |
12/11/2024 | 2,80% | 0,28 CHF | 0,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 26 680 CHF | 27 430 CHF | 99,70% | 99,70% |
11/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 41 940 CHF | 42 690 CHF | 99,85% | 99,85% |
08/11/2024 | 1,68% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 565 CHF | 45 315 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 285 CHF | 65 035 CHF | 99,91% | 99,91% |