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 | 3,68% | 0,29 CHF | 0,30 CHF | 106 000 | 106 000 | 105 442 | 105 442 | 28 126 CHF | 29 181 CHF | 100,00% | 100,00% |
19/11/2024 | 4,45% | 0,25 CHF | 0,26 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 22 655 CHF | 23 685 CHF | 100,00% | 100,00% |
18/11/2024 | 4,80% | 0,20 CHF | 0,21 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 20 744 CHF | 21 764 CHF | 100,00% | 100,00% |
15/11/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 18 821 CHF | 19 823 CHF | 100,00% | 100,00% |
14/11/2024 | 4,95% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 19 977 CHF | 20 991 CHF | 99,33% | 99,33% |
13/11/2024 | 4,91% | 0,21 CHF | 0,22 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 20 144 CHF | 21 156 CHF | 100,00% | 100,00% |
12/11/2024 | 5,25% | 0,20 CHF | 0,21 CHF | 102 000 | 102 000 | 100 319 | 100 319 | 18 629 CHF | 19 632 CHF | 100,00% | 100,00% |
11/11/2024 | 5,87% | 0,17 CHF | 0,18 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 16 537 CHF | 17 537 CHF | 99,93% | 99,93% |
08/11/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 102 000 | 102 000 | 101 520 | 101 520 | 20 473 CHF | 21 488 CHF | 100,00% | 100,00% |
07/11/2024 | 5,51% | 0,18 CHF | 0,19 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 17 657 CHF | 18 657 CHF | 100,00% | 100,00% |