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 | 7,80% | 0,33 CHF | 0,36 CHF | 93 401 | 25 000 | 94 239 | 25 000 | 33 567 CHF | 9 624 CHF | 100,00% | 100,00% |
19/11/2024 | 6,85% | 0,39 CHF | 0,41 CHF | 94 869 | 25 000 | 95 176 | 25 000 | 37 244 CHF | 10 477 CHF | 100,00% | 100,00% |
18/11/2024 | 7,22% | 0,38 CHF | 0,41 CHF | 95 215 | 25 000 | 95 445 | 25 000 | 36 793 CHF | 10 359 CHF | 99,63% | 99,63% |
15/11/2024 | 7,51% | 0,38 CHF | 0,41 CHF | 95 345 | 25 000 | 95 227 | 25 000 | 36 133 CHF | 10 226 CHF | 100,00% | 100,00% |
14/11/2024 | 7,20% | 0,37 CHF | 0,40 CHF | 95 068 | 25 000 | 95 271 | 25 000 | 35 874 CHF | 10 116 CHF | 99,44% | 99,44% |
13/11/2024 | 6,96% | 0,38 CHF | 0,41 CHF | 94 914 | 25 000 | 94 751 | 24 964 | 35 983 CHF | 10 161 CHF | 98,88% | 98,88% |
12/11/2024 | 7,11% | 0,40 CHF | 0,43 CHF | 95 351 | 25 000 | 94 616 | 25 000 | 36 023 CHF | 10 220 CHF | 100,00% | 100,00% |
11/11/2024 | 7,56% | 0,35 CHF | 0,38 CHF | 93 480 | 25 000 | 93 329 | 25 000 | 32 733 CHF | 9 457 CHF | 100,00% | 100,00% |
08/11/2024 | 8,02% | 0,36 CHF | 0,39 CHF | 93 007 | 25 000 | 92 890 | 25 000 | 33 355 CHF | 9 727 CHF | 100,00% | 100,00% |
07/11/2024 | 8,97% | 0,35 CHF | 0,38 CHF | 92 466 | 25 000 | 89 553 | 24 376 | 30 209 CHF | 8 972 CHF | 99,06% | 99,06% |