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 | 2,44% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 222 CHF | 20 722 CHF | 100,00% | 100,00% |
19/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 898 CHF | 17 398 CHF | 100,00% | 100,00% |
18/11/2024 | 2,36% | 0,39 CHF | 0,40 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 18 876 CHF | 19 326 CHF | 100,00% | 100,00% |
15/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 19 446 CHF | 19 896 CHF | 100,00% | 100,00% |
14/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 428 CHF | 21 928 CHF | 100,00% | 100,00% |
13/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 18 564 CHF | 19 014 CHF | 100,00% | 100,00% |
12/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 18 161 CHF | 18 561 CHF | 100,00% | 100,00% |
11/11/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 20 752 CHF | 21 152 CHF | 100,00% | 100,00% |
08/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 20 171 CHF | 20 571 CHF | 100,00% | 100,00% |
07/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 21 963 CHF | 22 363 CHF | 100,00% | 100,00% |