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 | 3,26% | 0,32 CHF | 0,33 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 13 580 CHF | 14 030 CHF | 100,00% | 100,00% |
19/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 037 CHF | 16 537 CHF | 100,00% | 100,00% |
18/11/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 13 904 CHF | 14 354 CHF | 100,00% | 100,00% |
15/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 883 CHF | 16 383 CHF | 100,00% | 100,00% |
14/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 133 CHF | 15 633 CHF | 100,00% | 100,00% |
13/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 343 CHF | 15 843 CHF | 100,00% | 100,00% |
12/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 228 CHF | 14 728 CHF | 100,00% | 100,00% |
11/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 320 CHF | 13 820 CHF | 100,00% | 100,00% |
08/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 484 CHF | 14 984 CHF | 100,00% | 100,00% |
07/11/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 433 CHF | 14 933 CHF | 100,00% | 100,00% |