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 | 4,89% | 0,18 CHF | 0,19 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 27 261 CHF | 28 623 CHF | 100,00% | 100,00% |
19/11/2024 | 5,56% | 0,20 CHF | 0,21 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 24 348 CHF | 25 735 CHF | 100,00% | 100,00% |
18/11/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 29 695 CHF | 31 045 CHF | 100,00% | 100,00% |
15/11/2024 | 4,21% | 0,24 CHF | 0,25 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 30 830 CHF | 32 153 CHF | 100,00% | 100,00% |
14/11/2024 | 5,20% | 0,20 CHF | 0,21 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 25 741 CHF | 27 114 CHF | 100,00% | 100,00% |
13/11/2024 | 5,04% | 0,18 CHF | 0,19 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 26 446 CHF | 27 810 CHF | 100,00% | 100,00% |
12/11/2024 | 4,50% | 0,21 CHF | 0,22 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 29 417 CHF | 30 771 CHF | 99,85% | 99,85% |
11/11/2024 | 4,43% | 0,23 CHF | 0,24 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 29 879 CHF | 31 232 CHF | 99,71% | 99,71% |
08/11/2024 | 4,45% | 0,21 CHF | 0,22 CHF | 136 000 | 136 000 | 134 840 | 134 840 | 29 630 CHF | 30 979 CHF | 100,00% | 100,00% |
07/11/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 28 418 CHF | 29 772 CHF | 100,00% | 100,00% |