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 | 3,71% | 0,25 CHF | 0,26 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 21 165 CHF | 21 965 CHF | 99,56% | 99,56% |
19/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 21 808 CHF | 22 608 CHF | 99,52% | 99,56% |
18/11/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 20 800 CHF | 21 600 CHF | 99,49% | 99,49% |
15/11/2024 | 3,44% | 0,26 CHF | 0,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 20 073 CHF | 20 773 CHF | 98,86% | 98,86% |
14/11/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 20 019 CHF | 20 719 CHF | 99,51% | 99,51% |
13/11/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 21 769 CHF | 22 469 CHF | 99,49% | 99,49% |
12/11/2024 | 2,97% | 0,31 CHF | 0,32 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 19 935 CHF | 20 535 CHF | 99,56% | 99,56% |
11/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 22 091 CHF | 22 691 CHF | 99,50% | 99,50% |
08/11/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 20 979 CHF | 21 579 CHF | 99,50% | 99,50% |
07/11/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 978 CHF | 19 478 CHF | 99,54% | 99,54% |