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 | 5,97% | 0,16 CHF | 0,17 CHF | 110 000 | 110 000 | 107 133 | 107 133 | 17 424 CHF | 18 496 CHF | 100,00% | 100,00% |
19/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 110 000 | 110 000 | 107 132 | 107 132 | 17 201 CHF | 18 272 CHF | 100,00% | 100,00% |
18/11/2024 | 6,41% | 0,16 CHF | 0,17 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 16 180 CHF | 17 251 CHF | 100,00% | 100,00% |
15/11/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 120 000 | 120 000 | 112 645 | 112 645 | 15 073 CHF | 16 199 CHF | 100,00% | 100,00% |
14/11/2024 | 8,06% | 0,12 CHF | 0,13 CHF | 120 000 | 120 000 | 116 854 | 116 854 | 13 937 CHF | 15 105 CHF | 99,41% | 99,41% |
13/11/2024 | 7,46% | 0,12 CHF | 0,13 CHF | 120 000 | 120 000 | 115 924 | 115 924 | 14 966 CHF | 16 125 CHF | 100,00% | 100,00% |
12/11/2024 | 7,50% | 0,12 CHF | 0,13 CHF | 120 000 | 120 000 | 116 995 | 116 995 | 15 012 CHF | 16 182 CHF | 68,32% | 100,00% |
11/11/2024 | 6,14% | 0,15 CHF | 0,16 CHF | 110 000 | 110 000 | 107 131 | 107 131 | 16 911 CHF | 17 983 CHF | 99,93% | 99,93% |
08/11/2024 | 5,09% | 0,17 CHF | 0,18 CHF | 110 000 | 110 000 | 107 074 | 107 074 | 20 564 CHF | 21 635 CHF | 100,00% | 100,00% |
07/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 110 000 | 110 000 | 107 091 | 107 091 | 28 821 CHF | 29 892 CHF | 98,53% | 98,53% |