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 | 7,36% | 0,26 CHF | 0,27 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 9 714 CHF | 10 291 CHF | 99,90% | 99,90% |
19/11/2024 | 9,63% | 0,18 CHF | 0,19 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 6 394 CHF | 6 930 CHF | 100,00% | 100,00% |
18/11/2024 | 7,37% | 0,19 CHF | 0,20 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 8 737 CHF | 9 314 CHF | 99,90% | 99,90% |
15/11/2024 | 7,63% | 0,20 CHF | 0,21 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 7 139 CHF | 7 635 CHF | 100,00% | 100,00% |
14/11/2024 | 8,22% | 0,21 CHF | 0,22 CHF | 90 000 | 90 000 | 40 413 | 40 413 | 7 951 CHF | 8 520 CHF | 100,00% | 100,00% |
13/11/2024 | 5,47% | 0,24 CHF | 0,25 CHF | 92 000 | 92 000 | 41 454 | 41 454 | 10 983 CHF | 11 519 CHF | 98,61% | 99,78% |
12/11/2024 | 8,85% | 0,24 CHF | 0,25 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 7 535 CHF | 8 106 CHF | 100,00% | 100,00% |
11/11/2024 | 13,19% | 0,16 CHF | 0,17 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 4 846 CHF | 5 517 CHF | 99,56% | 99,56% |
08/11/2024 | 4,34% | 0,29 CHF | 0,30 CHF | 94 000 | 94 000 | 42 797 | 42 797 | 14 050 CHF | 14 604 CHF | 98,79% | 98,79% |
07/11/2024 | 4,48% | 0,34 CHF | 0,35 CHF | 96 000 | 96 000 | 42 695 | 42 695 | 14 407 CHF | 14 961 CHF | 99,82% | 99,82% |