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 | 1,94% | 0,52 CHF | 0,53 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 61 213 CHF | 62 413 CHF | 99,47% | 99,47% |
19/11/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 57 302 CHF | 58 502 CHF | 100,00% | 100,00% |
18/11/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 59 878 CHF | 61 078 CHF | 99,89% | 99,89% |
15/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 58 932 CHF | 60 132 CHF | 100,00% | 100,00% |
14/11/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 57 192 CHF | 58 392 CHF | 98,59% | 98,59% |
13/11/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 57 881 CHF | 59 081 CHF | 100,00% | 100,00% |
12/11/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 62 941 CHF | 64 141 CHF | 99,88% | 99,88% |
11/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 65 174 CHF | 66 374 CHF | 100,00% | 100,00% |
08/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 64 716 CHF | 65 916 CHF | 99,04% | 99,04% |
07/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 67 711 CHF | 68 911 CHF | 100,00% | 100,00% |