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 | 4,07% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 16 880 CHF | 17 580 CHF | 99,48% | 99,48% |
19/11/2024 | 4,44% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 15 637 CHF | 16 344 CHF | 100,00% | 100,00% |
18/11/2024 | 3,86% | 0,26 CHF | 0,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 810 CHF | 18 510 CHF | 99,89% | 99,89% |
15/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 16 767 CHF | 17 467 CHF | 100,00% | 100,00% |
14/11/2024 | 5,12% | 0,22 CHF | 0,23 CHF | 70 000 | 70 000 | 73 267 | 73 267 | 13 987 CHF | 14 720 CHF | 98,53% | 98,53% |
13/11/2024 | 5,16% | 0,17 CHF | 0,18 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 13 848 CHF | 14 577 CHF | 100,00% | 100,00% |
12/11/2024 | 4,00% | 0,22 CHF | 0,23 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 173 CHF | 17 873 CHF | 99,88% | 99,88% |
11/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 19 044 CHF | 19 744 CHF | 100,00% | 100,00% |
08/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 17 233 CHF | 17 933 CHF | 99,04% | 99,04% |
07/11/2024 | 3,43% | 0,26 CHF | 0,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 20 099 CHF | 20 799 CHF | 100,00% | 100,00% |