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 | 1,94% | 0,50 CHF | 0,51 CHF | 99 000 | 99 000 | 98 957 | 98 957 | 50 692 CHF | 51 682 CHF | 100,00% | 100,00% |
19/11/2024 | 2,07% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 98 029 | 98 029 | 47 545 CHF | 48 525 CHF | 92,70% | 97,63% |
18/11/2024 | - | 0,39 CHF | - CHF | 95 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 0,40 CHF | - CHF | 95 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 0,36 CHF | - CHF | 94 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | 2,36% | 0,38 CHF | 0,41 CHF | 95 000 | 95 000 | 95 915 | 95 915 | 40 140 CHF | 41 099 CHF | 38,07% | 100,00% |
12/11/2024 | - | 0,34 CHF | - CHF | 93 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 92 000 | 92 000 | 92 000 | 92 000 | 26 475 CHF | 27 395 CHF | 17,98% | 100,00% |
08/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 92 000 | 92 000 | 92 905 | 92 905 | 29 575 CHF | 30 504 CHF | 100,00% | 100,00% |
07/11/2024 | 3,26% | 0,33 CHF | 0,34 CHF | 93 000 | 93 000 | 92 310 | 92 310 | 27 924 CHF | 28 847 CHF | 100,00% | 100,00% |