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 | 4,86% | 0,35 CHF | 0,37 CHF | 30 000 | 30 000 | 29 987 | 29 987 | 12 102 CHF | 12 702 CHF | 99,43% | 99,43% |
19/11/2024 | 4,67% | 0,43 CHF | 0,45 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 12 558 CHF | 13 158 CHF | 99,90% | 99,90% |
18/11/2024 | 5,11% | 0,40 CHF | 0,42 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 11 445 CHF | 12 045 CHF | 99,88% | 99,88% |
15/11/2024 | 5,70% | 0,34 CHF | 0,36 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 10 231 CHF | 10 831 CHF | 100,00% | 100,00% |
14/11/2024 | 5,44% | 0,39 CHF | 0,41 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 10 755 CHF | 11 355 CHF | 98,66% | 98,66% |
13/11/2024 | 5,59% | 0,35 CHF | 0,37 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 10 473 CHF | 11 073 CHF | 100,00% | 100,00% |
12/11/2024 | 4,39% | 0,43 CHF | 0,45 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 13 366 CHF | 13 966 CHF | 99,87% | 99,87% |
11/11/2024 | 3,56% | 0,54 CHF | 0,56 CHF | 30 000 | 30 000 | 29 999 | 29 999 | 16 546 CHF | 17 146 CHF | 100,00% | 100,00% |
08/11/2024 | 3,48% | 0,56 CHF | 0,58 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 16 955 CHF | 17 555 CHF | 98,31% | 98,31% |
07/11/2024 | 3,26% | 0,57 CHF | 0,59 CHF | 30 000 | 30 000 | 28 207 | 28 207 | 16 971 CHF | 17 535 CHF | 100,00% | 100,00% |