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 | 6,39% | 0,18 CHF | 0,19 CHF | 60 000 | 60 000 | 58 436 | 58 436 | 10 633 CHF | 11 334 CHF | 100,00% | 100,00% |
19/11/2024 | 6,45% | 0,18 CHF | 0,19 CHF | 60 000 | 60 000 | 58 435 | 58 435 | 10 517 CHF | 11 218 CHF | 100,00% | 100,00% |
18/11/2024 | 6,70% | 0,18 CHF | 0,19 CHF | 60 000 | 60 000 | 58 438 | 58 438 | 10 113 CHF | 10 815 CHF | 100,00% | 100,00% |
15/11/2024 | 7,47% | 0,16 CHF | 0,17 CHF | 60 000 | 60 000 | 58 436 | 58 436 | 9 073 CHF | 9 774 CHF | 100,00% | 100,00% |
14/11/2024 | 8,21% | 0,14 CHF | 0,15 CHF | 60 000 | 60 000 | 58 426 | 58 426 | 8 198 CHF | 8 899 CHF | 99,36% | 99,36% |
13/11/2024 | 7,73% | 0,15 CHF | 0,16 CHF | 60 000 | 60 000 | 58 437 | 58 437 | 8 725 CHF | 9 426 CHF | 100,00% | 100,00% |
12/11/2024 | 7,56% | 0,14 CHF | 0,16 CHF | 60 000 | 60 000 | 59 464 | 59 464 | 9 090 CHF | 9 803 CHF | 68,32% | 100,00% |
11/11/2024 | 6,26% | 0,17 CHF | 0,18 CHF | 60 000 | 60 000 | 58 435 | 58 435 | 10 853 CHF | 11 555 CHF | 99,93% | 99,93% |
08/11/2024 | 5,43% | 0,20 CHF | 0,21 CHF | 60 000 | 60 000 | 58 437 | 58 437 | 12 890 CHF | 13 611 CHF | 100,00% | 100,00% |
07/11/2024 | 4,95% | 0,31 CHF | 0,32 CHF | 60 000 | 60 000 | 58 413 | 58 413 | 17 289 CHF | 18 165 CHF | 98,53% | 98,53% |