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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 7,41% | 0,27 CHF | 0,28 CHF | 56 000 | 56 000 | 24 853 | 24 853 | 6 223 CHF | 6 604 CHF | 100,00% | 100,00% |
22/11/2024 | 5,06% | 0,31 CHF | 0,32 CHF | 56 000 | 56 000 | 25 649 | 25 649 | 8 589 CHF | 8 980 CHF | 99,64% | 99,64% |
20/11/2024 | 3,80% | 0,46 CHF | 0,47 CHF | 58 000 | 58 000 | 26 197 | 26 197 | 12 182 CHF | 12 581 CHF | 99,06% | 99,06% |
19/11/2024 | 3,88% | 0,46 CHF | 0,47 CHF | 58 000 | 58 000 | 26 256 | 26 256 | 12 200 CHF | 12 600 CHF | 100,00% | 100,00% |
18/11/2024 | 4,66% | 0,41 CHF | 0,42 CHF | 57 000 | 57 000 | 25 872 | 25 872 | 10 063 CHF | 10 457 CHF | 99,79% | 99,79% |
15/11/2024 | 4,03% | 0,38 CHF | 0,39 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 11 055 CHF | 11 452 CHF | 99,72% | 99,72% |
14/11/2024 | 5,23% | 0,36 CHF | 0,37 CHF | 57 000 | 57 000 | 25 344 | 25 344 | 8 611 CHF | 8 994 CHF | 98,64% | 98,64% |
13/11/2024 | 4,81% | 0,30 CHF | 0,31 CHF | 56 000 | 56 000 | 25 776 | 25 776 | 8 943 CHF | 9 336 CHF | 100,00% | 100,00% |
12/11/2024 | 5,85% | 0,36 CHF | 0,37 CHF | 57 000 | 57 000 | 25 589 | 25 589 | 8 086 CHF | 8 474 CHF | 99,88% | 99,88% |
11/11/2024 | 5,40% | 0,30 CHF | 0,31 CHF | 57 000 | 57 000 | 25 420 | 25 420 | 7 926 CHF | 8 315 CHF | 99,76% | 99,76% |