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 | 7,72% | 0,40 CHF | 0,43 CHF | 93 401 | 25 000 | 94 236 | 25 000 | 35 227 CHF | 10 097 CHF | 100,00% | 100,00% |
19/11/2024 | 7,84% | 0,35 CHF | 0,37 CHF | 94 869 | 25 000 | 95 176 | 25 000 | 32 445 CHF | 9 217 CHF | 100,00% | 100,00% |
18/11/2024 | 8,02% | 0,35 CHF | 0,38 CHF | 95 215 | 25 000 | 95 445 | 25 000 | 32 989 CHF | 9 363 CHF | 99,63% | 99,63% |
15/11/2024 | 6,96% | 0,35 CHF | 0,38 CHF | 95 280 | 25 000 | 95 279 | 25 000 | 33 859 CHF | 9 524 CHF | 100,00% | 100,00% |
14/11/2024 | 7,69% | 0,37 CHF | 0,39 CHF | 94 824 | 25 000 | 95 320 | 25 000 | 34 013 CHF | 9 634 CHF | 99,44% | 99,44% |
13/11/2024 | 8,04% | 0,36 CHF | 0,38 CHF | 94 756 | 25 000 | 94 712 | 24 964 | 33 496 CHF | 9 569 CHF | 98,88% | 98,88% |
12/11/2024 | 8,14% | 0,34 CHF | 0,37 CHF | 95 233 | 25 000 | 94 650 | 25 000 | 33 472 CHF | 9 592 CHF | 100,00% | 100,00% |
11/11/2024 | 6,47% | 0,39 CHF | 0,42 CHF | 93 368 | 25 000 | 93 343 | 25 000 | 36 257 CHF | 10 360 CHF | 100,00% | 100,00% |
08/11/2024 | 7,04% | 0,38 CHF | 0,40 CHF | 93 154 | 25 000 | 92 864 | 25 000 | 35 205 CHF | 10 169 CHF | 100,00% | 100,00% |
07/11/2024 | 6,60% | 0,39 CHF | 0,42 CHF | 92 541 | 25 000 | 89 470 | 24 376 | 35 911 CHF | 10 421 CHF | 99,06% | 99,06% |