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 | 2,14% | 0,45 CHF | 0,46 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 36 935 CHF | 37 735 CHF | 100,00% | 100,00% |
19/11/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 31 469 CHF | 32 169 CHF | 100,00% | 100,00% |
18/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 38 345 CHF | 39 145 CHF | 100,00% | 100,00% |
15/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 37 559 CHF | 38 359 CHF | 100,00% | 100,00% |
14/11/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 39 398 CHF | 40 298 CHF | 100,00% | 100,00% |
13/11/2024 | 2,67% | 0,36 CHF | 0,37 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 33 319 CHF | 34 219 CHF | 100,00% | 100,00% |
12/11/2024 | 2,36% | 0,36 CHF | 0,37 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 33 523 CHF | 34 323 CHF | 100,00% | 100,00% |
11/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 37 553 CHF | 38 353 CHF | 100,00% | 100,00% |
08/11/2024 | 2,05% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 33 900 CHF | 34 600 CHF | 100,00% | 100,00% |
07/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 955 CHF | 37 655 CHF | 100,00% | 100,00% |