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 | 3,11% | 0,34 CHF | 0,35 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 3 165 CHF | 3 265 CHF | 100,00% | 100,00% |
19/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 3 458 CHF | 3 558 CHF | 100,00% | 100,00% |
18/11/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 5 015 CHF | 5 165 CHF | 100,00% | 100,00% |
15/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 4 902 CHF | 5 052 CHF | 100,00% | 100,00% |
14/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 4 664 CHF | 4 814 CHF | 100,00% | 100,00% |
13/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 4 799 CHF | 4 949 CHF | 100,00% | 100,00% |
12/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 4 847 CHF | 4 997 CHF | 100,00% | 100,00% |
11/11/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 4 606 CHF | 4 756 CHF | 100,00% | 100,00% |
08/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 3 297 CHF | 3 397 CHF | 100,00% | 100,00% |
07/11/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 3 295 CHF | 3 395 CHF | 100,00% | 100,00% |