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 | 7,18% | 0,12 CHF | 0,13 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 5 739 CHF | 6 163 CHF | 100,00% | 100,00% |
19/11/2024 | 7,28% | 0,15 CHF | 0,16 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 5 697 CHF | 6 124 CHF | 100,00% | 100,00% |
18/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 7 590 CHF | 8 009 CHF | 100,00% | 100,00% |
15/11/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 42 000 | 42 000 | 41 302 | 41 302 | 8 073 CHF | 8 486 CHF | 100,00% | 100,00% |
14/11/2024 | 6,20% | 0,18 CHF | 0,19 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 6 666 CHF | 7 088 CHF | 100,00% | 100,00% |
13/11/2024 | 5,87% | 0,16 CHF | 0,17 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 6 973 CHF | 7 393 CHF | 100,00% | 100,00% |
12/11/2024 | 4,90% | 0,18 CHF | 0,19 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 8 248 CHF | 8 662 CHF | 99,85% | 99,85% |
11/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 12 361 CHF | 12 761 CHF | 99,66% | 99,66% |
08/11/2024 | 3,32% | 0,28 CHF | 0,29 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 11 861 CHF | 12 261 CHF | 98,76% | 98,76% |
07/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 14 185 CHF | 14 574 CHF | 99,44% | 99,44% |