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 | 4,01% | 0,75 CHF | 0,78 CHF | 60 000 | 60 000 | 59 435 | 59 435 | 44 113 CHF | 45 898 CHF | 99,70% | 99,70% |
19/11/2024 | 4,55% | 0,68 CHF | 0,71 CHF | 60 000 | 60 000 | 59 431 | 59 431 | 38 789 CHF | 40 573 CHF | 98,94% | 98,94% |
18/11/2024 | 4,36% | 0,70 CHF | 0,73 CHF | 60 000 | 60 000 | 59 438 | 59 438 | 40 494 CHF | 42 279 CHF | 100,00% | 100,00% |
15/11/2024 | 4,28% | 0,62 CHF | 0,65 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 41 305 CHF | 43 105 CHF | 71,81% | 71,81% |
14/11/2024 | 4,08% | 0,71 CHF | 0,74 CHF | 60 000 | 60 000 | 59 437 | 59 437 | 43 261 CHF | 45 046 CHF | 100,00% | 100,00% |
13/11/2024 | 3,92% | 0,73 CHF | 0,76 CHF | 60 000 | 60 000 | 59 404 | 59 404 | 45 084 CHF | 46 868 CHF | 94,54% | 94,54% |
12/11/2024 | 3,29% | 0,81 CHF | 0,84 CHF | 60 000 | 60 000 | 59 440 | 59 435 | 53 938 CHF | 55 718 CHF | 100,00% | 100,00% |
11/11/2024 | 3,25% | 0,91 CHF | 0,94 CHF | 60 000 | 60 000 | 59 438 | 59 438 | 54 601 CHF | 56 386 CHF | 100,00% | 100,00% |
08/11/2024 | 3,29% | 0,92 CHF | 0,95 CHF | 60 000 | 60 000 | 59 438 | 59 438 | 53 874 CHF | 55 659 CHF | 100,00% | 100,00% |
07/11/2024 | 3,57% | 0,87 CHF | 0,90 CHF | 60 000 | 60 000 | 59 439 | 59 425 | 49 657 CHF | 51 430 CHF | 100,00% | 100,00% |