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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 40 829 CHF | 42 129 CHF | 0,83% | 97,20% |
22/11/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 136 354 | 136 354 | 39 309 CHF | 40 673 CHF | 100,00% | 100,00% |
20/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 136 075 | 136 075 | 41 326 CHF | 42 687 CHF | 100,00% | 100,00% |
19/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 130 000 | 130 000 | 126 610 | 126 610 | 37 904 CHF | 39 170 CHF | 100,00% | 100,00% |
18/11/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 140 000 | 140 000 | 136 130 | 136 130 | 40 394 CHF | 41 755 CHF | 100,00% | 100,00% |
15/11/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 136 352 | 136 352 | 39 771 CHF | 41 135 CHF | 100,00% | 100,00% |
14/11/2024 | 3,70% | 0,28 CHF | 0,28 CHF | 140 000 | 140 000 | 136 329 | 136 329 | 36 215 CHF | 37 578 CHF | 99,36% | 99,36% |
13/11/2024 | 3,47% | 0,28 CHF | 0,28 CHF | 140 000 | 140 000 | 136 355 | 136 355 | 38 627 CHF | 39 990 CHF | 100,00% | 100,00% |
12/11/2024 | 3,38% | 0,28 CHF | 0,28 CHF | 130 000 | 130 000 | 126 575 | 126 575 | 36 825 CHF | 38 091 CHF | 98,86% | 100,00% |
11/11/2024 | 2,87% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 116 871 | 116 871 | 40 120 CHF | 41 289 CHF | 99,93% | 99,93% |