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 | 1,42% | 0,75 CHF | 0,76 CHF | 65 000 | 65 000 | 35 756 | 35 756 | 25 779 CHF | 26 137 CHF | 99,90% | 99,90% |
19/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 65 000 | 65 000 | 35 867 | 35 866 | 24 682 CHF | 25 041 CHF | 98,91% | 98,91% |
18/11/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 65 000 | 65 000 | 35 752 | 35 752 | 21 780 CHF | 22 139 CHF | 99,42% | 99,42% |
15/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 65 000 | 65 000 | 35 701 | 35 701 | 20 731 CHF | 21 090 CHF | 99,89% | 99,89% |
14/11/2024 | 1,89% | 0,59 CHF | 0,60 CHF | 65 000 | 65 000 | 36 262 | 36 262 | 19 904 CHF | 20 267 CHF | 98,84% | 98,84% |
13/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 65 000 | 65 000 | 35 804 | 35 804 | 21 885 CHF | 22 243 CHF | 100,00% | 100,00% |
12/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 65 000 | 65 000 | 33 715 | 33 714 | 20 785 CHF | 21 123 CHF | 98,91% | 98,91% |
11/11/2024 | 1,36% | 0,67 CHF | 0,68 CHF | 65 000 | 65 000 | 35 512 | 35 512 | 26 372 CHF | 26 731 CHF | 99,93% | 99,93% |
08/11/2024 | 2,35% | 0,82 CHF | 0,83 CHF | 65 000 | 65 000 | 24 622 | 24 622 | 20 117 CHF | 20 387 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 60 000 | 60 000 | 28 896 | 28 896 | 23 896 CHF | 24 186 CHF | 97,57% | 97,57% |