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 | 5,39% | 0,28 CHF | 0,29 CHF | 132 000 | 132 000 | 58 815 | 58 815 | 16 522 CHF | 17 286 CHF | 99,34% | 99,34% |
19/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 134 000 | 134 000 | 111 606 | 111 606 | 34 312 CHF | 35 428 CHF | 12,75% | 12,75% |
18/11/2024 | 5,33% | 0,28 CHF | 0,29 CHF | 98 000 | 98 000 | 44 081 | 44 081 | 12 565 CHF | 13 139 CHF | 99,74% | 99,74% |
15/11/2024 | 4,78% | 0,28 CHF | 0,29 CHF | 98 000 | 98 000 | 44 148 | 44 148 | 13 541 CHF | 14 115 CHF | 99,90% | 99,90% |
14/11/2024 | 5,71% | 0,27 CHF | 0,28 CHF | 98 000 | 98 000 | 44 202 | 44 202 | 11 861 CHF | 12 438 CHF | 98,58% | 98,58% |
13/11/2024 | 5,54% | 0,25 CHF | 0,26 CHF | 98 000 | 98 000 | 44 141 | 44 141 | 11 722 CHF | 12 296 CHF | 100,00% | 100,00% |
12/11/2024 | 5,62% | 0,24 CHF | 0,25 CHF | 98 000 | 98 000 | 44 177 | 44 177 | 10 486 CHF | 11 017 CHF | 99,90% | 99,90% |
11/11/2024 | 6,02% | 0,23 CHF | 0,24 CHF | 98 000 | 98 000 | 44 109 | 44 109 | 10 518 CHF | 11 088 CHF | 99,90% | 99,90% |
08/11/2024 | 5,05% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 45 118 | 45 118 | 13 087 CHF | 13 673 CHF | 99,05% | 99,05% |
07/11/2024 | 5,71% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 44 550 | 44 550 | 12 276 CHF | 12 855 CHF | 100,00% | 100,00% |