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 | 2,10% | 0,61 CHF | 0,62 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 21 437 CHF | 21 891 CHF | 100,00% | 100,00% |
19/11/2024 | 2,26% | 0,63 CHF | 0,64 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 22 351 CHF | 22 863 CHF | 100,00% | 100,00% |
18/11/2024 | 2,35% | 0,63 CHF | 0,64 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 22 026 CHF | 22 550 CHF | 100,00% | 100,00% |
15/11/2024 | 2,26% | 0,65 CHF | 0,67 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 24 891 CHF | 25 461 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 24 134 CHF | 24 536 CHF | 100,00% | 100,00% |
13/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 23 510 CHF | 23 910 CHF | 100,00% | 100,00% |
12/11/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 25 064 CHF | 25 514 CHF | 100,00% | 100,00% |
11/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 25 501 CHF | 25 951 CHF | 100,00% | 100,00% |
08/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 22 937 CHF | 23 337 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 23 952 CHF | 24 352 CHF | 100,00% | 100,00% |