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 | 6,73% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 32 637 | 32 637 | 4 883 CHF | 5 211 CHF | 99,32% | 99,32% |
19/11/2024 | 8,19% | 0,13 CHF | 0,14 CHF | 70 000 | 70 000 | 32 592 | 32 592 | 3 967 CHF | 4 295 CHF | 100,00% | 100,00% |
18/11/2024 | 8,83% | 0,12 CHF | 0,13 CHF | 70 000 | 70 000 | 32 624 | 32 624 | 3 748 CHF | 4 075 CHF | 99,77% | 99,77% |
15/11/2024 | 7,61% | 0,12 CHF | 0,13 CHF | 70 000 | 70 000 | 32 672 | 32 672 | 4 238 CHF | 4 566 CHF | 99,90% | 99,90% |
14/11/2024 | 6,60% | 0,13 CHF | 0,14 CHF | 70 000 | 70 000 | 32 682 | 32 682 | 4 721 CHF | 5 049 CHF | 98,66% | 98,66% |
13/11/2024 | 6,61% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 32 640 | 32 640 | 4 947 CHF | 5 275 CHF | 100,00% | 100,00% |
12/11/2024 | 6,20% | 0,14 CHF | 0,15 CHF | 70 000 | 70 000 | 32 655 | 32 655 | 5 192 CHF | 5 520 CHF | 99,87% | 99,87% |
11/11/2024 | 5,67% | 0,18 CHF | 0,19 CHF | 70 000 | 70 000 | 32 666 | 32 666 | 5 807 CHF | 6 135 CHF | 99,90% | 99,90% |
08/11/2024 | 5,77% | 0,19 CHF | 0,20 CHF | 70 000 | 70 000 | 32 758 | 32 758 | 5 728 CHF | 6 057 CHF | 99,06% | 99,06% |
07/11/2024 | 5,62% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 32 716 | 32 716 | 5 725 CHF | 6 053 CHF | 99,72% | 99,72% |