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 | 5,86% | 0,18 CHF | 0,19 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 19 894 CHF | 21 094 CHF | 99,48% | 99,48% |
19/11/2024 | 7,36% | 0,14 CHF | 0,14 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 15 955 CHF | 17 155 CHF | 100,00% | 100,00% |
18/11/2024 | 6,33% | 0,17 CHF | 0,18 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 18 439 CHF | 19 639 CHF | 99,89% | 99,89% |
15/11/2024 | 6,63% | 0,14 CHF | 0,16 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 17 519 CHF | 18 719 CHF | 100,00% | 100,00% |
14/11/2024 | 7,40% | 0,15 CHF | 0,16 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 15 758 CHF | 16 958 CHF | 98,51% | 98,51% |
13/11/2024 | 7,14% | 0,11 CHF | 0,12 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 16 517 CHF | 17 717 CHF | 100,00% | 100,00% |
12/11/2024 | 5,43% | 0,16 CHF | 0,17 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 21 537 CHF | 22 737 CHF | 99,88% | 99,88% |
11/11/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 23 697 CHF | 24 897 CHF | 100,00% | 100,00% |
08/11/2024 | 5,06% | 0,18 CHF | 0,19 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 23 150 CHF | 24 350 CHF | 99,04% | 99,04% |