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 | 6,60% | 0,12 CHF | 0,13 CHF | 110 000 | 110 000 | 107 596 | 107 596 | 15 988 CHF | 17 064 CHF | 99,47% | 99,47% |
19/11/2024 | 4,15% | 0,22 CHF | 0,23 CHF | 106 000 | 106 000 | 104 329 | 104 329 | 24 781 CHF | 25 824 CHF | 100,00% | 100,00% |
18/11/2024 | 3,16% | 0,29 CHF | 0,30 CHF | 102 000 | 102 000 | 101 503 | 101 503 | 31 712 CHF | 32 727 CHF | 100,00% | 100,00% |
15/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 102 000 | 102 000 | 101 238 | 101 238 | 33 281 CHF | 34 293 CHF | 100,00% | 100,00% |
14/11/2024 | 3,29% | 0,33 CHF | 0,34 CHF | 102 000 | 102 000 | 101 976 | 101 976 | 30 608 CHF | 31 628 CHF | 99,33% | 99,33% |
13/11/2024 | 3,22% | 0,28 CHF | 0,29 CHF | 104 000 | 104 000 | 102 066 | 102 066 | 31 257 CHF | 32 278 CHF | 100,00% | 100,00% |
12/11/2024 | 2,58% | 0,34 CHF | 0,35 CHF | 102 000 | 102 000 | 97 894 | 97 894 | 38 430 CHF | 39 411 CHF | 100,00% | 100,00% |
11/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 99 371 | 99 371 | 37 831 CHF | 38 824 CHF | 99,24% | 99,24% |
08/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 99 273 | 99 273 | 38 545 CHF | 39 538 CHF | 100,00% | 100,00% |
07/11/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 96 000 | 96 000 | 97 353 | 97 353 | 41 617 CHF | 42 590 CHF | 99,40% | 99,40% |