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 | 6,68% | 0,18 CHF | 0,19 CHF | 182 000 | 182 000 | 80 641 | 80 641 | 15 959 CHF | 16 972 CHF | 99,90% | 99,90% |
19/11/2024 | 7,80% | 0,17 CHF | 0,18 CHF | 184 000 | 184 000 | 81 845 | 81 845 | 14 108 CHF | 15 137 CHF | 100,00% | 100,00% |
18/11/2024 | 7,86% | 0,18 CHF | 0,19 CHF | 182 000 | 182 000 | 81 459 | 81 459 | 14 098 CHF | 15 123 CHF | 99,90% | 99,90% |
15/11/2024 | 6,83% | 0,17 CHF | 0,18 CHF | 182 000 | 182 000 | 80 591 | 80 591 | 15 397 CHF | 16 409 CHF | 99,90% | 99,90% |
14/11/2024 | 6,02% | 0,21 CHF | 0,22 CHF | 180 000 | 180 000 | 80 150 | 80 150 | 17 708 CHF | 18 717 CHF | 100,00% | 100,00% |
13/11/2024 | 5,57% | 0,23 CHF | 0,24 CHF | 180 000 | 180 000 | 80 290 | 80 290 | 18 446 CHF | 19 423 CHF | 100,00% | 100,00% |
12/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 178 000 | 178 000 | 79 879 | 79 879 | 19 771 CHF | 20 571 CHF | 99,85% | 99,85% |
11/11/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 178 000 | 178 000 | 79 823 | 79 823 | 20 942 CHF | 21 742 CHF | 99,56% | 99,56% |
08/11/2024 | 3,82% | 0,27 CHF | 0,28 CHF | 178 000 | 178 000 | 80 231 | 80 231 | 21 175 CHF | 21 979 CHF | 99,17% | 99,17% |
07/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 21 272 CHF | 22 074 CHF | 99,89% | 99,89% |