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 | 2,79% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 42 449 CHF | 43 649 CHF | 99,48% | 99,48% |
19/11/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 38 345 CHF | 39 545 CHF | 100,00% | 100,00% |
18/11/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 960 CHF | 42 160 CHF | 99,89% | 99,89% |
15/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 40 021 CHF | 41 221 CHF | 100,00% | 100,00% |
14/11/2024 | 3,09% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 38 323 CHF | 39 523 CHF | 98,67% | 98,67% |
13/11/2024 | 3,04% | 0,29 CHF | 0,30 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 39 008 CHF | 40 208 CHF | 100,00% | 100,00% |
12/11/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 44 194 CHF | 45 394 CHF | 99,88% | 99,88% |
11/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 46 261 CHF | 47 461 CHF | 100,00% | 100,00% |
08/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 45 812 CHF | 47 012 CHF | 99,04% | 99,04% |