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 | 5,98% | 0,14 CHF | 0,16 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 6 915 CHF | 7 340 CHF | 100,00% | 100,00% |
19/11/2024 | 6,08% | 0,18 CHF | 0,19 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 6 855 CHF | 7 282 CHF | 100,00% | 100,00% |
18/11/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 8 717 CHF | 9 136 CHF | 100,00% | 100,00% |
15/11/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 9 198 CHF | 9 611 CHF | 100,00% | 100,00% |
14/11/2024 | 5,30% | 0,20 CHF | 0,21 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 7 807 CHF | 8 229 CHF | 100,00% | 100,00% |
13/11/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 8 114 CHF | 8 534 CHF | 100,00% | 100,00% |
12/11/2024 | 4,32% | 0,21 CHF | 0,22 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 9 370 CHF | 9 783 CHF | 99,87% | 99,87% |
11/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 13 484 CHF | 13 884 CHF | 99,68% | 99,68% |
08/11/2024 | 3,03% | 0,31 CHF | 0,32 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 13 003 CHF | 13 403 CHF | 98,79% | 98,79% |
07/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 15 319 CHF | 15 708 CHF | 99,44% | 99,44% |