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 | 4,10% | 0,24 CHF | 0,25 CHF | 120 000 | 120 000 | 53 405 | 53 405 | 13 069 CHF | 13 605 CHF | 99,89% | 99,89% |
19/11/2024 | 4,47% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 53 352 | 53 352 | 12 052 CHF | 12 588 CHF | 100,00% | 100,00% |
18/11/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 38 070 | 38 070 | 8 384 CHF | 8 767 CHF | 99,89% | 99,89% |
15/11/2024 | 4,71% | 0,22 CHF | 0,23 CHF | 120 000 | 120 000 | 53 407 | 53 407 | 11 540 CHF | 12 076 CHF | 99,90% | 99,90% |
14/11/2024 | 5,05% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 53 403 | 53 403 | 10 629 CHF | 11 166 CHF | 100,00% | 100,00% |
13/11/2024 | 5,15% | 0,20 CHF | 0,21 CHF | 120 000 | 120 000 | 58 496 | 58 496 | 11 560 CHF | 12 147 CHF | 100,00% | 100,00% |
12/11/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 130 000 | 130 000 | 54 414 | 54 414 | 11 458 CHF | 12 005 CHF | 99,90% | 99,90% |
11/11/2024 | 16,96% | 0,24 CHF | 0,25 CHF | 120 000 | 120 000 | 19 053 | 19 053 | 4 550 CHF | 5 215 CHF | 99,56% | 99,56% |
08/11/2024 | 4,97% | 0,23 CHF | 0,24 CHF | 120 000 | 120 000 | 58 690 | 58 690 | 12 189 CHF | 12 778 CHF | 100,00% | 100,00% |
07/11/2024 | 5,04% | 0,20 CHF | 0,21 CHF | 130 000 | 130 000 | 60 762 | 60 762 | 12 135 CHF | 12 745 CHF | 99,89% | 99,89% |