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 | 10,48% | 0,11 CHF | 0,12 CHF | 60 000 | 60 000 | 58 436 | 58 436 | 6 347 CHF | 7 048 CHF | 100,00% | 100,00% |
19/11/2024 | 10,39% | 0,11 CHF | 0,12 CHF | 60 000 | 60 000 | 58 435 | 58 435 | 6 399 CHF | 7 100 CHF | 100,00% | 100,00% |
18/11/2024 | 10,94% | 0,11 CHF | 0,12 CHF | 60 000 | 60 000 | 58 438 | 58 438 | 6 062 CHF | 6 763 CHF | 100,00% | 100,00% |
15/11/2024 | 12,49% | 0,09 CHF | 0,11 CHF | 60 000 | 60 000 | 58 436 | 58 436 | 5 292 CHF | 5 993 CHF | 100,00% | 100,00% |
14/11/2024 | 14,06% | 0,08 CHF | 0,09 CHF | 60 000 | 60 000 | 58 426 | 58 426 | 4 644 CHF | 5 345 CHF | 99,36% | 99,36% |
13/11/2024 | 13,10% | 0,08 CHF | 0,09 CHF | 60 000 | 60 000 | 58 437 | 58 437 | 5 003 CHF | 5 704 CHF | 100,00% | 100,00% |
12/11/2024 | 12,91% | 0,08 CHF | 0,09 CHF | 60 000 | 60 000 | 59 464 | 59 464 | 5 181 CHF | 5 894 CHF | 68,32% | 100,00% |
11/11/2024 | 10,63% | 0,10 CHF | 0,11 CHF | 60 000 | 60 000 | 58 435 | 58 435 | 6 248 CHF | 6 949 CHF | 99,93% | 99,93% |
08/11/2024 | 8,69% | 0,12 CHF | 0,13 CHF | 60 000 | 60 000 | 58 435 | 58 435 | 7 761 CHF | 8 462 CHF | 100,00% | 100,00% |
07/11/2024 | 6,08% | 0,20 CHF | 0,21 CHF | 60 000 | 60 000 | 58 413 | 58 413 | 11 208 CHF | 11 909 CHF | 98,53% | 98,53% |