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 | 6,17% | 0,43 CHF | 0,45 CHF | 93 456 | 25 000 | 94 260 | 25 000 | 42 577 CHF | 12 009 CHF | 100,00% | 100,00% |
19/11/2024 | 5,98% | 0,48 CHF | 0,51 CHF | 94 869 | 25 000 | 95 186 | 25 000 | 46 338 CHF | 12 920 CHF | 100,00% | 100,00% |
18/11/2024 | 5,21% | 0,48 CHF | 0,51 CHF | 95 140 | 25 000 | 95 421 | 25 000 | 46 220 CHF | 12 757 CHF | 99,63% | 99,63% |
15/11/2024 | 5,46% | 0,48 CHF | 0,50 CHF | 95 313 | 25 000 | 95 293 | 25 000 | 45 230 CHF | 12 532 CHF | 100,00% | 100,00% |
14/11/2024 | 4,89% | 0,46 CHF | 0,49 CHF | 94 824 | 25 000 | 95 274 | 25 000 | 45 081 CHF | 12 423 CHF | 99,44% | 99,44% |
13/11/2024 | 5,52% | 0,47 CHF | 0,50 CHF | 94 756 | 25 000 | 94 735 | 24 964 | 45 088 CHF | 12 552 CHF | 98,88% | 98,88% |
12/11/2024 | 5,38% | 0,49 CHF | 0,52 CHF | 95 233 | 25 000 | 94 645 | 25 000 | 45 085 CHF | 12 566 CHF | 100,00% | 100,00% |
11/11/2024 | 5,67% | 0,44 CHF | 0,47 CHF | 93 368 | 25 000 | 93 343 | 25 000 | 41 593 CHF | 11 789 CHF | 100,00% | 100,00% |
08/11/2024 | 6,41% | 0,46 CHF | 0,49 CHF | 93 154 | 25 000 | 92 904 | 25 000 | 42 110 CHF | 12 081 CHF | 100,00% | 100,00% |
07/11/2024 | 6,79% | 0,45 CHF | 0,47 CHF | 92 562 | 25 000 | 89 501 | 24 376 | 38 859 CHF | 11 298 CHF | 99,06% | 99,06% |