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 | 6,72% | 0,16 CHF | 0,17 CHF | 130 000 | 130 000 | 63 140 | 63 140 | 9 392 CHF | 10 026 CHF | 99,32% | 99,32% |
19/11/2024 | 7,84% | 0,13 CHF | 0,14 CHF | 140 000 | 140 000 | 65 185 | 65 185 | 8 283 CHF | 8 939 CHF | 100,00% | 100,00% |
18/11/2024 | 8,28% | 0,13 CHF | 0,14 CHF | 140 000 | 140 000 | 65 248 | 65 248 | 7 948 CHF | 8 603 CHF | 99,77% | 99,77% |
15/11/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 140 000 | 140 000 | 64 886 | 64 886 | 8 528 CHF | 9 180 CHF | 99,90% | 99,90% |
14/11/2024 | 6,72% | 0,13 CHF | 0,14 CHF | 140 000 | 140 000 | 65 312 | 65 312 | 9 338 CHF | 9 994 CHF | 98,58% | 98,58% |
13/11/2024 | 6,73% | 0,15 CHF | 0,16 CHF | 130 000 | 130 000 | 63 147 | 63 147 | 9 390 CHF | 10 024 CHF | 100,00% | 100,00% |
12/11/2024 | 6,38% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 63 175 | 63 175 | 9 769 CHF | 10 404 CHF | 99,87% | 99,87% |
11/11/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 130 000 | 130 000 | 63 199 | 63 199 | 10 453 CHF | 11 088 CHF | 99,90% | 99,90% |
08/11/2024 | 6,11% | 0,17 CHF | 0,18 CHF | 130 000 | 130 000 | 63 366 | 63 366 | 10 415 CHF | 11 052 CHF | 99,06% | 99,06% |
07/11/2024 | 5,97% | 0,15 CHF | 0,16 CHF | 130 000 | 130 000 | 63 299 | 63 299 | 10 439 CHF | 11 074 CHF | 99,72% | 99,72% |