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 | 6,06% | 0,16 CHF | 0,17 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 14 664 CHF | 15 579 CHF | 100,00% | 100,00% |
19/11/2024 | 6,36% | 0,14 CHF | 0,16 CHF | 94 000 | 94 000 | 91 392 | 91 392 | 13 977 CHF | 14 891 CHF | 100,00% | 100,00% |
18/11/2024 | 6,27% | 0,17 CHF | 0,18 CHF | 94 000 | 94 000 | 91 504 | 91 504 | 14 173 CHF | 15 088 CHF | 100,00% | 100,00% |
15/11/2024 | 6,53% | 0,15 CHF | 0,16 CHF | 94 000 | 94 000 | 91 397 | 91 397 | 13 653 CHF | 14 567 CHF | 100,00% | 100,00% |
14/11/2024 | 8,58% | 0,13 CHF | 0,14 CHF | 94 000 | 94 000 | 92 566 | 92 566 | 10 447 CHF | 11 373 CHF | 99,33% | 99,33% |
13/11/2024 | 6,96% | 0,13 CHF | 0,14 CHF | 94 000 | 94 000 | 91 731 | 91 731 | 12 783 CHF | 13 701 CHF | 100,00% | 100,00% |
12/11/2024 | 6,50% | 0,13 CHF | 0,14 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 13 600 CHF | 14 511 CHF | 98,86% | 100,00% |
11/11/2024 | 4,47% | 0,20 CHF | 0,21 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 19 227 CHF | 20 105 CHF | 99,93% | 99,93% |
08/11/2024 | 3,62% | 0,23 CHF | 0,24 CHF | 90 000 | 90 000 | 85 909 | 85 909 | 23 423 CHF | 24 282 CHF | 100,00% | 100,00% |
07/11/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 84 000 | 84 000 | 82 887 | 82 887 | 29 468 CHF | 30 296 CHF | 98,41% | 98,41% |