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 | 4,52% | 0,21 CHF | 0,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 43 277 CHF | 45 277 CHF | 100,00% | 100,00% |
19/11/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 21 031 CHF | 22 031 CHF | 99,90% | 99,90% |
18/11/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 25 221 CHF | 26 221 CHF | 99,92% | 99,92% |
15/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 235 CHF | 27 235 CHF | 100,00% | 100,00% |
14/11/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 25 866 CHF | 26 866 CHF | 100,00% | 100,00% |
13/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 23 119 CHF | 24 119 CHF | 100,00% | 100,00% |
12/11/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 24 845 CHF | 25 845 CHF | 99,71% | 99,71% |
11/11/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 25 686 CHF | 26 686 CHF | 99,88% | 99,88% |
08/11/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 24 727 CHF | 25 727 CHF | 100,00% | 100,00% |
07/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 30 070 CHF | 31 070 CHF | 99,88% | 99,88% |