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 | 5,48% | 0,22 CHF | 0,23 CHF | 132 000 | 132 000 | 58 503 | 58 503 | 15 306 CHF | 16 066 CHF | 99,47% | 99,47% |
19/11/2024 | 5,38% | 0,28 CHF | 0,29 CHF | 131 000 | 131 000 | 58 564 | 58 564 | 16 045 CHF | 16 806 CHF | 100,00% | 100,00% |
18/11/2024 | 5,17% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 57 960 | 57 960 | 16 529 CHF | 17 285 CHF | 99,47% | 99,47% |
15/11/2024 | 5,39% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 58 102 | 58 102 | 16 611 CHF | 17 367 CHF | 100,00% | 100,00% |
14/11/2024 | 5,02% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 58 222 | 58 222 | 17 302 CHF | 18 062 CHF | 98,39% | 98,39% |
13/11/2024 | 4,24% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 57 617 | 57 617 | 19 281 CHF | 20 029 CHF | 98,69% | 98,69% |
12/11/2024 | 4,13% | 0,37 CHF | 0,38 CHF | 128 000 | 128 000 | 57 697 | 57 697 | 21 215 CHF | 21 964 CHF | 99,88% | 99,88% |
11/11/2024 | 4,34% | 0,39 CHF | 0,40 CHF | 128 000 | 128 000 | 57 765 | 57 765 | 21 298 CHF | 22 050 CHF | 99,90% | 99,90% |
08/11/2024 | 5,29% | 0,34 CHF | 0,35 CHF | 130 000 | 130 000 | 59 191 | 59 191 | 17 718 CHF | 18 485 CHF | 99,04% | 99,04% |
07/11/2024 | 5,03% | 0,27 CHF | 0,28 CHF | 133 000 | 133 000 | 59 023 | 59 023 | 17 295 CHF | 18 060 CHF | 100,00% | 100,00% |