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 | 6,70% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 32 638 | 32 638 | 4 887 CHF | 5 215 CHF | 99,33% | 99,33% |
19/11/2024 | 7,58% | 0,13 CHF | 0,14 CHF | 70 000 | 70 000 | 32 592 | 32 592 | 4 292 CHF | 4 620 CHF | 100,00% | 100,00% |
18/11/2024 | 7,68% | 0,14 CHF | 0,15 CHF | 70 000 | 70 000 | 32 625 | 32 625 | 4 261 CHF | 4 588 CHF | 99,77% | 99,77% |
15/11/2024 | 7,25% | 0,14 CHF | 0,15 CHF | 70 000 | 70 000 | 32 672 | 32 672 | 4 483 CHF | 4 811 CHF | 99,90% | 99,90% |
14/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 70 000 | 70 000 | 32 682 | 32 682 | 4 696 CHF | 5 025 CHF | 98,66% | 98,66% |
13/11/2024 | 6,65% | 0,15 CHF | 0,16 CHF | 70 000 | 70 000 | 32 640 | 32 640 | 4 879 CHF | 5 207 CHF | 100,00% | 100,00% |
12/11/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 70 000 | 70 000 | 32 655 | 32 655 | 5 104 CHF | 5 432 CHF | 99,88% | 99,88% |
11/11/2024 | 6,00% | 0,17 CHF | 0,18 CHF | 70 000 | 70 000 | 32 666 | 32 666 | 5 454 CHF | 5 782 CHF | 99,90% | 99,90% |
08/11/2024 | 6,09% | 0,17 CHF | 0,18 CHF | 70 000 | 70 000 | 32 758 | 32 758 | 5 400 CHF | 5 729 CHF | 99,06% | 99,06% |
07/11/2024 | 5,78% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 32 713 | 32 713 | 5 564 CHF | 5 892 CHF | 99,72% | 99,72% |