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 | 1,98% | 0,50 CHF | 0,51 CHF | 130 000 | 130 000 | 71 272 | 71 272 | 36 310 CHF | 37 024 CHF | 99,90% | 99,90% |
19/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 130 000 | 130 000 | 71 493 | 71 493 | 37 411 CHF | 38 128 CHF | 98,91% | 98,91% |
18/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 130 000 | 130 000 | 71 235 | 71 235 | 40 410 CHF | 41 125 CHF | 99,58% | 99,58% |
15/11/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 130 000 | 130 000 | 71 161 | 71 161 | 41 552 CHF | 42 267 CHF | 99,89% | 99,89% |
14/11/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 130 000 | 130 000 | 72 500 | 72 500 | 43 577 CHF | 44 304 CHF | 98,90% | 98,90% |
13/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 130 000 | 130 000 | 71 372 | 71 372 | 40 313 CHF | 41 028 CHF | 100,00% | 100,00% |
12/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 130 000 | 130 000 | 66 564 | 66 564 | 37 325 CHF | 37 993 CHF | 100,00% | 100,00% |
11/11/2024 | 2,11% | 0,53 CHF | 0,54 CHF | 130 000 | 130 000 | 70 794 | 70 794 | 35 111 CHF | 35 826 CHF | 99,93% | 99,93% |
08/11/2024 | 4,07% | 0,45 CHF | 0,46 CHF | 130 000 | 130 000 | 49 055 | 49 055 | 22 263 CHF | 22 801 CHF | 100,00% | 100,00% |
07/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 120 000 | 120 000 | 57 285 | 57 285 | 25 807 CHF | 26 382 CHF | 98,68% | 98,68% |