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 | 2,52% | 0,40 CHF | 0,41 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 137 146 CHF | 140 646 CHF | 100,00% | 100,00% |
19/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 139 916 CHF | 143 416 CHF | 100,00% | 100,00% |
18/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 140 111 CHF | 143 611 CHF | 100,00% | 100,00% |
15/11/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 142 834 CHF | 146 334 CHF | 100,00% | 100,00% |
14/11/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 148 803 CHF | 152 303 CHF | 100,00% | 100,00% |
13/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 131 861 CHF | 134 861 CHF | 100,00% | 100,00% |
12/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 154 575 CHF | 158 075 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 127 867 CHF | 130 867 CHF | 100,00% | 100,00% |
08/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 156 797 CHF | 160 297 CHF | 100,00% | 100,00% |
07/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 128 057 CHF | 131 057 CHF | 100,00% | 100,00% |