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 | 6,34% | 0,47 CHF | 0,49 CHF | 93 456 | 25 000 | 94 260 | 25 000 | 41 434 CHF | 11 709 CHF | 100,00% | 100,00% |
19/11/2024 | 6,48% | 0,41 CHF | 0,44 CHF | 94 869 | 25 000 | 95 159 | 25 000 | 38 635 CHF | 10 830 CHF | 100,00% | 100,00% |
18/11/2024 | 6,42% | 0,42 CHF | 0,44 CHF | 95 140 | 25 000 | 95 410 | 25 000 | 39 344 CHF | 10 993 CHF | 99,63% | 99,63% |
15/11/2024 | 6,48% | 0,42 CHF | 0,45 CHF | 95 313 | 25 000 | 95 227 | 25 000 | 40 048 CHF | 11 218 CHF | 100,00% | 100,00% |
14/11/2024 | 6,76% | 0,43 CHF | 0,46 CHF | 94 941 | 25 000 | 95 239 | 25 000 | 40 328 CHF | 11 327 CHF | 99,44% | 99,44% |
13/11/2024 | 6,35% | 0,42 CHF | 0,45 CHF | 94 851 | 25 000 | 94 731 | 24 964 | 39 776 CHF | 11 171 CHF | 98,88% | 98,88% |
12/11/2024 | 6,45% | 0,40 CHF | 0,43 CHF | 95 351 | 25 000 | 94 616 | 25 000 | 39 852 CHF | 11 232 CHF | 100,00% | 100,00% |
11/11/2024 | 5,92% | 0,45 CHF | 0,48 CHF | 93 480 | 25 000 | 93 329 | 25 000 | 42 158 CHF | 11 982 CHF | 100,00% | 100,00% |
08/11/2024 | 5,76% | 0,44 CHF | 0,47 CHF | 93 154 | 25 000 | 92 895 | 25 000 | 41 298 CHF | 11 773 CHF | 100,00% | 100,00% |
07/11/2024 | 5,98% | 0,45 CHF | 0,48 CHF | 92 562 | 25 000 | 89 527 | 24 376 | 41 646 CHF | 12 013 CHF | 99,06% | 99,06% |