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 | 3,39% | 0,28 CHF | 0,29 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 52 177 CHF | 53 977 CHF | 100,00% | 100,00% |
19/11/2024 | 3,67% | 0,30 CHF | 0,31 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 48 339 CHF | 50 139 CHF | 100,00% | 100,00% |
18/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 54 379 CHF | 56 179 CHF | 100,00% | 100,00% |
15/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 53 731 CHF | 55 531 CHF | 100,00% | 100,00% |
14/11/2024 | 4,12% | 0,25 CHF | 0,26 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 43 612 CHF | 45 430 CHF | 99,33% | 99,33% |
13/11/2024 | 5,33% | 0,17 CHF | 0,18 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 34 817 CHF | 36 717 CHF | 100,00% | 100,00% |
12/11/2024 | 4,34% | 0,18 CHF | 0,19 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 41 372 CHF | 43 192 CHF | 100,00% | 100,00% |
11/11/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 51 657 CHF | 53 457 CHF | 99,93% | 99,93% |
08/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 52 256 CHF | 54 056 CHF | 100,00% | 100,00% |
07/11/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 170 000 | 170 000 | 171 561 | 171 561 | 58 344 CHF | 60 059 CHF | 100,00% | 100,00% |