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 | 3,41% | 0,28 CHF | 0,29 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 17 328 CHF | 17 928 CHF | 100,00% | 100,00% |
19/11/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 17 229 CHF | 17 829 CHF | 100,00% | 100,00% |
18/11/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 18 735 CHF | 19 335 CHF | 100,00% | 100,00% |
15/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 19 151 CHF | 19 751 CHF | 100,00% | 100,00% |
14/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 17 993 CHF | 18 593 CHF | 100,00% | 100,00% |
13/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 18 239 CHF | 18 839 CHF | 100,00% | 100,00% |
12/11/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 131 CHF | 16 631 CHF | 100,00% | 100,00% |
11/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 397 CHF | 19 897 CHF | 100,00% | 100,00% |
08/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 19 056 CHF | 19 556 CHF | 100,00% | 100,00% |
07/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 239 CHF | 21 739 CHF | 100,00% | 100,00% |