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 | 1,54% | 0,62 CHF | 0,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 25 866 CHF | 26 266 CHF | 100,00% | 100,00% |
19/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 25 080 CHF | 25 480 CHF | 100,00% | 100,00% |
18/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 26 029 CHF | 26 429 CHF | 100,00% | 100,00% |
15/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 27 641 CHF | 28 041 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 26 853 CHF | 27 253 CHF | 100,00% | 100,00% |
13/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 25 317 CHF | 25 717 CHF | 100,00% | 100,00% |
12/11/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 28 059 CHF | 28 459 CHF | 100,00% | 100,00% |
11/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 27 942 CHF | 28 342 CHF | 100,00% | 100,00% |
08/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 26 129 CHF | 26 529 CHF | 100,00% | 100,00% |
07/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 26 880 CHF | 27 280 CHF | 100,00% | 100,00% |