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 | 1,36% | 0,79 CHF | 0,80 CHF | 65 000 | 65 000 | 35 755 | 35 755 | 27 087 CHF | 27 446 CHF | 99,90% | 99,90% |
19/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 65 000 | 65 000 | 35 864 | 35 864 | 25 985 CHF | 26 345 CHF | 98,91% | 98,91% |
18/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 65 000 | 65 000 | 35 735 | 35 735 | 23 078 CHF | 23 437 CHF | 99,58% | 99,58% |
15/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 22 061 CHF | 22 419 CHF | 99,89% | 99,89% |
14/11/2024 | 1,77% | 0,63 CHF | 0,64 CHF | 65 000 | 65 000 | 36 266 | 36 266 | 21 234 CHF | 21 598 CHF | 98,87% | 98,87% |
13/11/2024 | 1,55% | 0,61 CHF | 0,62 CHF | 65 000 | 65 000 | 35 804 | 35 804 | 23 208 CHF | 23 567 CHF | 100,00% | 100,00% |
12/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 65 000 | 65 000 | 32 821 | 32 821 | 21 485 CHF | 21 815 CHF | 98,24% | 98,24% |
11/11/2024 | 1,30% | 0,71 CHF | 0,72 CHF | 65 000 | 65 000 | 35 523 | 35 523 | 27 698 CHF | 28 056 CHF | 99,93% | 99,93% |
08/11/2024 | 2,24% | 0,86 CHF | 0,87 CHF | 65 000 | 65 000 | 24 624 | 24 624 | 21 022 CHF | 21 292 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 60 000 | 60 000 | 28 761 | 28 761 | 24 837 CHF | 25 126 CHF | 98,68% | 98,68% |