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 | 3,40% | 0,30 CHF | 0,31 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 36 119 CHF | 37 369 CHF | 100,00% | 100,00% |
19/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 35 242 CHF | 36 492 CHF | 100,00% | 100,00% |
18/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 32 978 CHF | 34 228 CHF | 100,00% | 100,00% |
15/11/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 33 705 CHF | 34 955 CHF | 100,00% | 100,00% |
14/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 27 924 CHF | 28 924 CHF | 100,00% | 100,00% |
13/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 35 296 CHF | 36 546 CHF | 100,00% | 100,00% |
12/11/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 34 028 CHF | 35 278 CHF | 100,00% | 100,00% |
11/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 32 969 CHF | 34 219 CHF | 100,00% | 100,00% |
08/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 28 251 CHF | 29 251 CHF | 100,00% | 100,00% |
07/11/2024 | 3,59% | 0,29 CHF | 0,30 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 34 219 CHF | 35 469 CHF | 100,00% | 100,00% |