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 | 6,74% | 0,14 CHF | 0,14 CHF | 330 000 | 330 000 | 323 784 | 323 784 | 46 474 CHF | 49 712 CHF | 100,00% | 100,00% |
19/11/2024 | 6,73% | 0,14 CHF | 0,16 CHF | 325 000 | 325 000 | 323 415 | 323 415 | 46 528 CHF | 49 762 CHF | 100,00% | 100,00% |
18/11/2024 | 5,70% | 0,18 CHF | 0,19 CHF | 320 000 | 320 000 | 318 029 | 318 029 | 54 317 CHF | 57 497 CHF | 100,00% | 100,00% |
15/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 56 829 CHF | 59 975 CHF | 100,00% | 100,00% |
14/11/2024 | 6,40% | 0,17 CHF | 0,18 CHF | 320 000 | 320 000 | 321 006 | 321 006 | 48 753 CHF | 51 963 CHF | 99,39% | 99,39% |
13/11/2024 | 6,70% | 0,13 CHF | 0,14 CHF | 330 000 | 330 000 | 322 972 | 322 972 | 47 048 CHF | 50 278 CHF | 100,00% | 100,00% |
12/11/2024 | 5,32% | 0,17 CHF | 0,18 CHF | 320 000 | 320 000 | 315 012 | 315 012 | 57 637 CHF | 60 787 CHF | 100,00% | 100,00% |
11/11/2024 | 5,25% | 0,20 CHF | 0,21 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 58 511 CHF | 61 656 CHF | 99,93% | 99,93% |
08/11/2024 | 5,40% | 0,17 CHF | 0,18 CHF | 320 000 | 320 000 | 315 067 | 315 067 | 56 845 CHF | 59 995 CHF | 100,00% | 100,00% |
07/11/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 305 000 | 305 000 | 304 034 | 304 034 | 70 156 CHF | 73 196 CHF | 100,00% | 100,00% |