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 | 6,85% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 74 835 | 74 835 | 10 655 CHF | 11 404 CHF | 100,00% | 100,00% |
19/11/2024 | 6,59% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 11 094 CHF | 11 843 CHF | 100,00% | 100,00% |
18/11/2024 | 6,63% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 74 831 | 74 831 | 11 020 CHF | 11 769 CHF | 98,90% | 98,90% |
15/11/2024 | 7,10% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 10 275 CHF | 11 024 CHF | 100,00% | 100,00% |
14/11/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 75 000 | 75 000 | 74 832 | 74 832 | 9 412 CHF | 10 161 CHF | 100,00% | 100,00% |
13/11/2024 | 8,07% | 0,12 CHF | 0,13 CHF | 75 000 | 75 000 | 74 832 | 74 832 | 8 995 CHF | 9 744 CHF | 100,00% | 100,00% |
12/11/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 75 000 | 75 000 | 74 832 | 74 832 | 9 057 CHF | 9 806 CHF | 100,00% | 100,00% |
11/11/2024 | 8,54% | 0,12 CHF | 0,13 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 8 482 CHF | 9 231 CHF | 100,00% | 100,00% |
08/11/2024 | 8,40% | 0,11 CHF | 0,12 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 8 620 CHF | 9 369 CHF | 100,00% | 100,00% |
07/11/2024 | 8,18% | 0,12 CHF | 0,13 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 8 868 CHF | 9 617 CHF | 99,67% | 99,67% |