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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5,27% | 0,20 CHF | 0,20 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 22 203 CHF | 23 403 CHF | 0,83% | 97,20% |
22/11/2024 | 6,18% | 0,16 CHF | 0,17 CHF | 120 000 | 120 000 | 117 642 | 117 642 | 18 466 CHF | 19 642 CHF | 100,00% | 100,00% |
20/11/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 130 000 | 130 000 | 126 341 | 126 341 | 22 034 CHF | 23 298 CHF | 100,00% | 100,00% |
19/11/2024 | 5,68% | 0,16 CHF | 0,17 CHF | 120 000 | 120 000 | 116 871 | 116 871 | 20 021 CHF | 21 190 CHF | 100,00% | 100,00% |
18/11/2024 | 5,83% | 0,18 CHF | 0,19 CHF | 130 000 | 130 000 | 126 385 | 126 385 | 21 082 CHF | 22 346 CHF | 100,00% | 100,00% |
15/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 130 000 | 130 000 | 126 612 | 126 612 | 20 455 CHF | 21 721 CHF | 100,00% | 100,00% |
14/11/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 126 591 | 126 591 | 16 897 CHF | 18 163 CHF | 99,36% | 99,36% |
13/11/2024 | 6,30% | 0,15 CHF | 0,16 CHF | 130 000 | 130 000 | 126 615 | 126 615 | 19 504 CHF | 20 770 CHF | 100,00% | 100,00% |
12/11/2024 | 5,99% | 0,15 CHF | 0,16 CHF | 120 000 | 120 000 | 114 793 | 114 793 | 18 586 CHF | 19 734 CHF | 98,86% | 100,00% |
11/11/2024 | 4,44% | 0,20 CHF | 0,21 CHF | 110 000 | 110 000 | 107 131 | 107 131 | 23 618 CHF | 24 690 CHF | 99,93% | 99,93% |