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 | 2,55% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 27 086 CHF | 27 786 CHF | 99,44% | 99,44% |
19/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 70 656 | 70 656 | 28 664 CHF | 29 370 CHF | 100,00% | 100,00% |
18/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 26 416 CHF | 27 116 CHF | 99,88% | 99,88% |
15/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 27 672 CHF | 28 372 CHF | 100,00% | 100,00% |
14/11/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 73 268 | 73 268 | 32 525 CHF | 33 258 CHF | 98,60% | 98,60% |
13/11/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 32 411 CHF | 33 139 CHF | 100,00% | 100,00% |
12/11/2024 | 2,53% | 0,42 CHF | 0,43 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 27 364 CHF | 28 064 CHF | 99,88% | 99,88% |
11/11/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 25 666 CHF | 26 366 CHF | 100,00% | 100,00% |
08/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 27 689 CHF | 28 389 CHF | 99,05% | 99,05% |
07/11/2024 | 2,76% | 0,39 CHF | 0,40 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 25 014 CHF | 25 714 CHF | 100,00% | 100,00% |