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 | 5,71% | 0,17 CHF | 0,18 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 3 405 CHF | 3 605 CHF | 100,00% | 100,00% |
19/11/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 3 184 CHF | 3 384 CHF | 100,00% | 100,00% |
18/11/2024 | 5,41% | 0,19 CHF | 0,20 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 3 597 CHF | 3 797 CHF | 100,00% | 100,00% |
15/11/2024 | 4,73% | 0,20 CHF | 0,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 3 103 CHF | 3 253 CHF | 100,00% | 100,00% |
14/11/2024 | 4,96% | 0,22 CHF | 0,23 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 2 020 CHF | 2 122 CHF | 99,27% | 99,27% |
13/11/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 3 749 CHF | 3 849 CHF | 100,00% | 100,00% |
12/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 4 072 CHF | 4 182 CHF | 100,00% | 100,00% |
11/11/2024 | 2,30% | 0,46 CHF | 0,47 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 4 653 CHF | 4 761 CHF | 100,00% | 100,00% |
08/11/2024 | 2,71% | 0,46 CHF | 0,47 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 3 659 CHF | 3 760 CHF | 100,00% | 100,00% |
07/11/2024 | 1,90% | 0,60 CHF | 0,61 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 5 516 CHF | 5 622 CHF | 99,61% | 99,61% |