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 | 5,70% | 0,57 CHF | 0,60 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 30 775 CHF | 32 575 CHF | 100,00% | 100,00% |
19/11/2024 | 4,55% | 0,62 CHF | 0,65 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 38 751 CHF | 40 551 CHF | 100,00% | 100,00% |
18/11/2024 | 4,86% | 0,56 CHF | 0,59 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 36 137 CHF | 37 937 CHF | 98,96% | 98,96% |
15/11/2024 | 5,43% | 0,61 CHF | 0,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 32 326 CHF | 34 126 CHF | 100,00% | 100,00% |
14/11/2024 | 5,86% | 0,46 CHF | 0,49 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 29 874 CHF | 31 674 CHF | 100,00% | 100,00% |
13/11/2024 | 5,49% | 0,54 CHF | 0,57 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 31 908 CHF | 33 708 CHF | 99,87% | 99,87% |
12/11/2024 | 7,18% | 0,44 CHF | 0,47 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 24 178 CHF | 25 978 CHF | 100,00% | 100,00% |
11/11/2024 | 7,32% | 0,36 CHF | 0,39 CHF | 60 000 | 60 000 | 59 971 | 59 971 | 23 827 CHF | 25 627 CHF | 100,00% | 100,00% |
08/11/2024 | 5,76% | 0,50 CHF | 0,53 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 30 339 CHF | 32 139 CHF | 100,00% | 100,00% |
07/11/2024 | 5,58% | 0,51 CHF | 0,54 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 31 371 CHF | 33 171 CHF | 99,68% | 99,68% |