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 | 11,83% | 0,08 CHF | 0,09 CHF | 75 000 | 75 000 | 74 835 | 74 835 | 6 011 CHF | 6 760 CHF | 100,00% | 100,00% |
19/11/2024 | 11,27% | 0,09 CHF | 0,10 CHF | 75 000 | 75 000 | 74 831 | 74 831 | 6 339 CHF | 7 088 CHF | 100,00% | 100,00% |
18/11/2024 | 11,14% | 0,08 CHF | 0,09 CHF | 75 000 | 75 000 | 74 831 | 74 831 | 6 411 CHF | 7 161 CHF | 98,91% | 98,91% |
15/11/2024 | 11,96% | 0,09 CHF | 0,10 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 5 945 CHF | 6 694 CHF | 100,00% | 100,00% |
14/11/2024 | 12,67% | 0,08 CHF | 0,09 CHF | 75 000 | 75 000 | 74 832 | 74 832 | 5 591 CHF | 6 340 CHF | 100,00% | 100,00% |
13/11/2024 | 13,63% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 74 832 | 74 832 | 5 177 CHF | 5 926 CHF | 100,00% | 100,00% |
12/11/2024 | 13,25% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 74 831 | 74 831 | 5 329 CHF | 6 078 CHF | 100,00% | 100,00% |
11/11/2024 | 14,36% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 4 893 CHF | 5 642 CHF | 100,00% | 100,00% |
08/11/2024 | 14,16% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 74 834 | 74 834 | 4 964 CHF | 5 713 CHF | 100,00% | 100,00% |
07/11/2024 | 13,70% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 74 833 | 74 833 | 5 144 CHF | 5 893 CHF | 99,67% | 99,67% |