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 | 3,24% | 0,30 CHF | 0,31 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 27 299 CHF | 28 199 CHF | 100,00% | 100,00% |
19/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 24 569 CHF | 25 369 CHF | 100,00% | 100,00% |
18/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 28 838 CHF | 29 738 CHF | 100,00% | 100,00% |
15/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 27 882 CHF | 28 782 CHF | 98,91% | 98,91% |
14/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 28 737 CHF | 29 737 CHF | 100,00% | 100,00% |
13/11/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 24 518 CHF | 25 518 CHF | 100,00% | 100,00% |
12/11/2024 | 3,81% | 0,24 CHF | 0,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 25 728 CHF | 26 728 CHF | 100,00% | 100,00% |
11/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 27 880 CHF | 28 880 CHF | 100,00% | 100,00% |
08/11/2024 | 3,37% | 0,27 CHF | 0,28 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 26 289 CHF | 27 189 CHF | 100,00% | 100,00% |
07/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 29 549 CHF | 30 449 CHF | 100,00% | 100,00% |