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 | 4,61% | 0,23 CHF | 0,24 CHF | 130 000 | 130 000 | 63 141 | 63 141 | 13 844 CHF | 14 478 CHF | 99,32% | 99,32% |
19/11/2024 | 5,24% | 0,20 CHF | 0,21 CHF | 140 000 | 140 000 | 65 184 | 65 184 | 12 599 CHF | 13 255 CHF | 100,00% | 100,00% |
18/11/2024 | 5,47% | 0,19 CHF | 0,20 CHF | 140 000 | 140 000 | 65 248 | 65 248 | 12 163 CHF | 12 818 CHF | 99,77% | 99,77% |
15/11/2024 | 5,04% | 0,20 CHF | 0,21 CHF | 140 000 | 140 000 | 64 885 | 64 885 | 12 898 CHF | 13 549 CHF | 99,90% | 99,90% |
14/11/2024 | 4,65% | 0,20 CHF | 0,21 CHF | 140 000 | 140 000 | 65 307 | 65 307 | 13 764 CHF | 14 420 CHF | 98,66% | 98,66% |
13/11/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 130 000 | 130 000 | 63 150 | 63 150 | 13 784 CHF | 14 419 CHF | 100,00% | 100,00% |
12/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 130 000 | 130 000 | 63 177 | 63 177 | 14 228 CHF | 14 863 CHF | 99,87% | 99,87% |
11/11/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 130 000 | 130 000 | 63 199 | 63 199 | 15 012 CHF | 15 646 CHF | 99,90% | 99,90% |
08/11/2024 | 4,31% | 0,25 CHF | 0,26 CHF | 130 000 | 130 000 | 63 367 | 63 367 | 14 916 CHF | 15 553 CHF | 99,06% | 99,06% |
07/11/2024 | 4,21% | 0,22 CHF | 0,23 CHF | 130 000 | 130 000 | 63 293 | 63 293 | 14 976 CHF | 15 611 CHF | 99,72% | 99,72% |