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 | 4,80% | 0,20 CHF | 0,21 CHF | 93 000 | 93 000 | 90 518 | 90 518 | 18 437 CHF | 19 342 CHF | 100,00% | 100,00% |
19/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 93 000 | 93 000 | 90 417 | 90 417 | 17 754 CHF | 18 658 CHF | 100,00% | 100,00% |
18/11/2024 | 4,92% | 0,21 CHF | 0,22 CHF | 93 000 | 93 000 | 90 531 | 90 531 | 17 977 CHF | 18 882 CHF | 100,00% | 100,00% |
15/11/2024 | 5,10% | 0,20 CHF | 0,21 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 17 390 CHF | 18 295 CHF | 100,00% | 100,00% |
14/11/2024 | 6,28% | 0,17 CHF | 0,18 CHF | 93 000 | 93 000 | 91 592 | 91 592 | 14 226 CHF | 15 142 CHF | 99,39% | 99,39% |
13/11/2024 | 5,36% | 0,17 CHF | 0,18 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 16 529 CHF | 17 436 CHF | 100,00% | 100,00% |
12/11/2024 | 5,07% | 0,17 CHF | 0,18 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 17 334 CHF | 18 236 CHF | 98,86% | 100,00% |
11/11/2024 | 3,72% | 0,24 CHF | 0,25 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 22 908 CHF | 23 776 CHF | 99,93% | 99,93% |
08/11/2024 | 3,11% | 0,27 CHF | 0,28 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 27 020 CHF | 27 869 CHF | 100,00% | 100,00% |
07/11/2024 | 2,46% | 0,42 CHF | 0,43 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 32 925 CHF | 33 744 CHF | 98,41% | 98,41% |