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% | 0,42 CHF | 0,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 43 277 CHF | 44 277 CHF | 100,00% | 100,00% |
19/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 39 585 CHF | 40 585 CHF | 100,00% | 100,00% |
18/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 41 895 CHF | 42 895 CHF | 100,00% | 100,00% |
15/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 43 284 CHF | 44 284 CHF | 100,00% | 100,00% |
14/11/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 45 705 CHF | 46 705 CHF | 100,00% | 100,00% |
13/11/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 44 927 CHF | 45 927 CHF | 100,00% | 100,00% |
12/11/2024 | 1,75% | 0,48 CHF | 0,49 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 45 363 CHF | 46 163 CHF | 100,00% | 100,00% |
11/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 53 976 CHF | 54 876 CHF | 100,00% | 100,00% |
08/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 43 268 CHF | 44 068 CHF | 100,00% | 100,00% |
07/11/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 52 334 CHF | 53 234 CHF | 100,00% | 100,00% |