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 | 2,09% | 0,78 CHF | 0,79 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 30 926 CHF | 31 459 CHF | 99,90% | 99,90% |
19/11/2024 | 2,28% | 0,68 CHF | 0,69 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 25 744 CHF | 26 248 CHF | 100,00% | 100,00% |
18/11/2024 | 2,09% | 0,69 CHF | 0,70 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 29 847 CHF | 30 379 CHF | 99,90% | 99,90% |
15/11/2024 | 2,11% | 0,71 CHF | 0,72 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 25 988 CHF | 26 440 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 0,72 CHF | 0,73 CHF | 90 000 | 90 000 | 40 413 | 40 413 | 28 774 CHF | 29 300 CHF | 100,00% | 100,00% |
13/11/2024 | 1,93% | 0,75 CHF | 0,76 CHF | 92 000 | 92 000 | 41 457 | 41 457 | 32 388 CHF | 32 923 CHF | 98,61% | 99,78% |
12/11/2024 | 2,21% | 0,76 CHF | 0,77 CHF | 92 000 | 92 000 | 40 587 | 40 587 | 28 359 CHF | 28 886 CHF | 100,00% | 100,00% |
11/11/2024 | 4,39% | 0,66 CHF | 0,67 CHF | 90 000 | 90 000 | 22 700 | 22 700 | 16 457 CHF | 17 127 CHF | 99,61% | 99,61% |
08/11/2024 | 1,79% | 0,80 CHF | 0,81 CHF | 94 000 | 94 000 | 42 695 | 42 695 | 35 808 CHF | 36 361 CHF | 99,33% | 99,33% |
07/11/2024 | 1,81% | 0,84 CHF | 0,85 CHF | 96 000 | 96 000 | 42 796 | 42 796 | 36 235 CHF | 36 790 CHF | 100,00% | 100,00% |