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 | 2,29% | 0,43 CHF | 0,44 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 43 086 CHF | 44 086 CHF | 100,00% | 100,00% |
19/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 39 731 CHF | 40 731 CHF | 100,00% | 100,00% |
18/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 44 023 CHF | 45 023 CHF | 100,00% | 100,00% |
15/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 41 900 CHF | 42 800 CHF | 100,00% | 100,00% |
14/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 45 724 CHF | 46 724 CHF | 100,00% | 100,00% |
13/11/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 40 859 CHF | 41 859 CHF | 100,00% | 100,00% |
12/11/2024 | 1,98% | 0,47 CHF | 0,48 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 44 996 CHF | 45 896 CHF | 100,00% | 100,00% |
11/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 086 CHF | 53 086 CHF | 100,00% | 100,00% |
08/11/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 43 375 CHF | 44 275 CHF | 100,00% | 100,00% |
07/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 038 CHF | 51 038 CHF | 100,00% | 100,00% |