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 | 4,36% | 0,22 CHF | 0,23 CHF | 110 000 | 110 000 | 107 133 | 107 133 | 24 029 CHF | 25 101 CHF | 100,00% | 100,00% |
19/11/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 110 000 | 110 000 | 107 132 | 107 132 | 23 533 CHF | 24 605 CHF | 100,00% | 100,00% |
18/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 22 523 CHF | 23 594 CHF | 100,00% | 100,00% |
15/11/2024 | 5,12% | 0,20 CHF | 0,21 CHF | 120 000 | 120 000 | 112 645 | 112 645 | 21 478 CHF | 22 604 CHF | 100,00% | 100,00% |
14/11/2024 | 5,61% | 0,17 CHF | 0,18 CHF | 120 000 | 120 000 | 116 853 | 116 853 | 20 281 CHF | 21 450 CHF | 99,36% | 99,36% |
13/11/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 120 000 | 120 000 | 115 927 | 115 927 | 21 454 CHF | 22 614 CHF | 100,00% | 100,00% |
12/11/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 120 000 | 120 000 | 116 995 | 116 995 | 21 709 CHF | 22 879 CHF | 68,32% | 100,00% |
11/11/2024 | 4,39% | 0,21 CHF | 0,22 CHF | 110 000 | 110 000 | 107 131 | 107 131 | 23 881 CHF | 24 953 CHF | 99,93% | 99,93% |
08/11/2024 | 3,77% | 0,24 CHF | 0,25 CHF | 110 000 | 110 000 | 107 070 | 107 070 | 27 964 CHF | 29 034 CHF | 100,00% | 100,00% |
07/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 110 000 | 110 000 | 107 091 | 107 091 | 37 004 CHF | 38 075 CHF | 98,53% | 98,53% |