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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 10 071 CHF | 10 671 CHF | 100,00% | 100,00% |
20/11/2024 | 5,75% | 0,16 CHF | 0,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 10 136 CHF | 10 736 CHF | 100,00% | 100,00% |
19/11/2024 | 6,36% | 0,16 CHF | 0,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 9 147 CHF | 9 747 CHF | 100,00% | 100,00% |
18/11/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 9 780 CHF | 10 380 CHF | 100,00% | 100,00% |
15/11/2024 | 6,30% | 0,15 CHF | 0,16 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 9 225 CHF | 9 825 CHF | 100,00% | 100,00% |
14/11/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 10 476 CHF | 11 176 CHF | 100,00% | 100,00% |
13/11/2024 | 6,50% | 0,15 CHF | 0,16 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 8 941 CHF | 9 541 CHF | 100,00% | 100,00% |
12/11/2024 | 6,08% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 990 CHF | 8 490 CHF | 100,00% | 100,00% |
11/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 941 CHF | 10 441 CHF | 100,00% | 100,00% |
08/11/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 912 CHF | 10 412 CHF | 100,00% | 100,00% |