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 | 5,37% | 0,34 CHF | 0,35 CHF | 132 000 | 132 000 | 58 463 | 58 463 | 17 332 CHF | 18 092 CHF | 99,37% | 99,37% |
19/11/2024 | 5,45% | 0,28 CHF | 0,29 CHF | 131 000 | 131 000 | 58 566 | 58 566 | 16 592 CHF | 17 352 CHF | 99,98% | 99,98% |
18/11/2024 | 5,56% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 58 229 | 58 229 | 16 148 CHF | 16 905 CHF | 99,83% | 99,83% |
15/11/2024 | 5,28% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 58 071 | 58 071 | 16 271 CHF | 17 026 CHF | 99,95% | 99,95% |
14/11/2024 | 5,71% | 0,28 CHF | 0,29 CHF | 130 000 | 130 000 | 58 299 | 58 299 | 15 753 CHF | 16 514 CHF | 98,60% | 98,60% |
13/11/2024 | 8,15% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 57 775 | 57 775 | 13 321 CHF | 14 132 CHF | 99,62% | 99,62% |
12/11/2024 | 8,14% | 0,20 CHF | 0,21 CHF | 128 000 | 128 000 | 57 686 | 57 686 | 11 429 CHF | 12 240 CHF | 99,88% | 99,88% |
11/11/2024 | 7,57% | 0,18 CHF | 0,19 CHF | 128 000 | 128 000 | 57 688 | 57 688 | 11 423 CHF | 12 238 CHF | 99,69% | 99,69% |
08/11/2024 | 5,44% | 0,23 CHF | 0,24 CHF | 130 000 | 130 000 | 59 159 | 59 159 | 15 648 CHF | 16 415 CHF | 98,99% | 98,99% |
07/11/2024 | 5,67% | 0,29 CHF | 0,30 CHF | 133 000 | 133 000 | 59 025 | 59 025 | 16 038 CHF | 16 803 CHF | 99,92% | 99,92% |