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 | 3,79% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 31 077 CHF | 32 277 CHF | 99,47% | 99,47% |
19/11/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 27 155 CHF | 28 355 CHF | 100,00% | 100,00% |
18/11/2024 | 3,97% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 29 656 CHF | 30 856 CHF | 99,89% | 99,89% |
15/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 28 748 CHF | 29 948 CHF | 100,00% | 100,00% |
14/11/2024 | 4,37% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 26 968 CHF | 28 168 CHF | 98,68% | 98,68% |
13/11/2024 | 4,26% | 0,20 CHF | 0,21 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 27 761 CHF | 28 961 CHF | 100,00% | 100,00% |
12/11/2024 | 3,61% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 32 672 CHF | 33 872 CHF | 99,88% | 99,88% |
11/11/2024 | 3,38% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 34 897 CHF | 36 097 CHF | 100,00% | 100,00% |
08/11/2024 | 3,43% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 34 437 CHF | 35 637 CHF | 99,04% | 99,04% |