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 | 6,20% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 26 002 | 26 002 | 6 791 CHF | 7 181 CHF | 99,90% | 99,90% |
19/11/2024 | 6,04% | 0,23 CHF | 0,24 CHF | 60 000 | 60 000 | 30 483 | 30 483 | 6 589 CHF | 6 957 CHF | 100,00% | 100,00% |
18/11/2024 | 5,78% | 0,21 CHF | 0,22 CHF | 60 000 | 60 000 | 21 032 | 21 032 | 4 512 CHF | 4 765 CHF | 99,90% | 99,90% |
15/11/2024 | 5,94% | 0,23 CHF | 0,24 CHF | 60 000 | 60 000 | 30 539 | 30 539 | 6 400 CHF | 6 748 CHF | 99,90% | 99,90% |
14/11/2024 | 6,77% | 0,18 CHF | 0,19 CHF | 60 000 | 60 000 | 30 558 | 30 558 | 4 970 CHF | 5 298 CHF | 100,00% | 100,00% |
13/11/2024 | 6,79% | 0,18 CHF | 0,19 CHF | 60 000 | 60 000 | 30 525 | 30 525 | 5 109 CHF | 5 437 CHF | 100,00% | 100,00% |
12/11/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 60 000 | 60 000 | 30 535 | 30 535 | 6 280 CHF | 6 634 CHF | 99,90% | 99,90% |
11/11/2024 | 16,15% | 0,27 CHF | 0,28 CHF | 60 000 | 60 000 | 10 472 | 10 472 | 2 939 CHF | 3 346 CHF | 99,46% | 99,46% |
08/11/2024 | 5,79% | 0,25 CHF | 0,26 CHF | 60 000 | 60 000 | 30 580 | 30 580 | 6 174 CHF | 6 503 CHF | 100,00% | 100,00% |
07/11/2024 | 6,00% | 0,19 CHF | 0,20 CHF | 70 000 | 70 000 | 32 668 | 32 668 | 6 015 CHF | 6 364 CHF | 99,90% | 99,90% |