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 | 6,17% | 0,15 CHF | 0,16 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 4 717 CHF | 5 017 CHF | 100,00% | 100,00% |
19/11/2024 | 6,21% | 0,16 CHF | 0,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 4 688 CHF | 4 988 CHF | 100,00% | 100,00% |
18/11/2024 | 6,14% | 0,16 CHF | 0,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 4 736 CHF | 5 036 CHF | 100,00% | 100,00% |
15/11/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 5 094 CHF | 5 394 CHF | 100,00% | 100,00% |
14/11/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 5 213 CHF | 5 513 CHF | 100,00% | 100,00% |
13/11/2024 | 5,53% | 0,17 CHF | 0,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 399 CHF | 4 649 CHF | 100,00% | 100,00% |
12/11/2024 | 5,01% | 0,19 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 871 CHF | 5 121 CHF | 100,00% | 100,00% |
11/11/2024 | 4,78% | 0,20 CHF | 0,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 108 CHF | 5 358 CHF | 100,00% | 100,00% |
08/11/2024 | 4,79% | 0,19 CHF | 0,20 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 4 082 CHF | 4 282 CHF | 100,00% | 100,00% |
07/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 559 CHF | 5 809 CHF | 100,00% | 100,00% |