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 | 3,46% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 19 916 CHF | 20 616 CHF | 99,47% | 99,47% |
19/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 70 656 | 70 656 | 21 453 CHF | 22 160 CHF | 100,00% | 100,00% |
18/11/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 19 222 CHF | 19 922 CHF | 99,89% | 99,89% |
15/11/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 20 446 CHF | 21 146 CHF | 100,00% | 100,00% |
14/11/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 24 976 CHF | 25 709 CHF | 98,66% | 98,66% |
13/11/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 24 835 CHF | 25 563 CHF | 100,00% | 100,00% |
12/11/2024 | 3,42% | 0,31 CHF | 0,32 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 20 168 CHF | 20 868 CHF | 99,88% | 99,88% |
11/11/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 18 422 CHF | 19 122 CHF | 100,00% | 100,00% |
08/11/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 20 414 CHF | 21 114 CHF | 99,04% | 99,04% |
07/11/2024 | 3,87% | 0,28 CHF | 0,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 755 CHF | 18 455 CHF | 100,00% | 100,00% |