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 | 3,96% | 0,24 CHF | 0,25 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 43 363 CHF | 45 113 CHF | 100,00% | 100,00% |
19/11/2024 | 3,94% | 0,24 CHF | 0,25 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 43 524 CHF | 45 274 CHF | 100,00% | 100,00% |
18/11/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 43 174 CHF | 44 924 CHF | 100,00% | 100,00% |
15/11/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 37 616 CHF | 39 116 CHF | 100,00% | 100,00% |
14/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 45 247 CHF | 46 747 CHF | 100,00% | 100,00% |
13/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 46 492 CHF | 47 992 CHF | 100,00% | 100,00% |
12/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 40 692 CHF | 41 942 CHF | 100,00% | 100,00% |
11/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 43 145 CHF | 44 395 CHF | 100,00% | 100,00% |
08/11/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 43 656 CHF | 44 906 CHF | 100,00% | 100,00% |
07/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 42 516 CHF | 43 766 CHF | 100,00% | 100,00% |