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 | 5,50% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 74 837 | 74 837 | 13 373 CHF | 14 122 CHF | 100,00% | 100,00% |
19/11/2024 | 5,29% | 0,19 CHF | 0,20 CHF | 75 000 | 75 000 | 74 831 | 74 831 | 13 918 CHF | 14 667 CHF | 100,00% | 100,00% |
18/11/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 13 768 CHF | 14 518 CHF | 98,89% | 98,89% |
15/11/2024 | 5,75% | 0,19 CHF | 0,20 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 12 763 CHF | 13 512 CHF | 100,00% | 100,00% |
14/11/2024 | 6,27% | 0,16 CHF | 0,17 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 11 695 CHF | 12 444 CHF | 100,00% | 100,00% |
13/11/2024 | 6,51% | 0,16 CHF | 0,17 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 11 243 CHF | 11 992 CHF | 100,00% | 100,00% |
12/11/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 11 239 CHF | 11 988 CHF | 100,00% | 100,00% |
11/11/2024 | 6,89% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 10 594 CHF | 11 343 CHF | 100,00% | 100,00% |
08/11/2024 | 6,78% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 74 835 | 74 835 | 10 775 CHF | 11 524 CHF | 100,00% | 100,00% |
07/11/2024 | 6,50% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 11 248 CHF | 11 997 CHF | 99,67% | 99,67% |