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 | 1,31% | 0,74 CHF | 0,75 CHF | 65 000 | 65 000 | 35 756 | 35 756 | 27 518 CHF | 27 877 CHF | 99,90% | 99,90% |
19/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 65 000 | 65 000 | 35 868 | 35 868 | 28 615 CHF | 28 975 CHF | 98,91% | 98,91% |
18/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 65 000 | 65 000 | 35 737 | 35 737 | 31 637 CHF | 31 996 CHF | 99,59% | 99,59% |
15/11/2024 | 1,12% | 0,93 CHF | 0,94 CHF | 65 000 | 65 000 | 35 701 | 35 701 | 32 755 CHF | 33 113 CHF | 99,89% | 99,89% |
14/11/2024 | 1,06% | 0,90 CHF | 0,91 CHF | 65 000 | 65 000 | 36 260 | 36 260 | 34 428 CHF | 34 792 CHF | 98,84% | 98,84% |
13/11/2024 | 1,17% | 0,92 CHF | 0,93 CHF | 65 000 | 65 000 | 35 806 | 35 806 | 31 456 CHF | 31 814 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 65 000 | 65 000 | 33 385 | 33 385 | 29 107 CHF | 29 442 CHF | 100,00% | 100,00% |
11/11/2024 | 1,42% | 0,81 CHF | 0,82 CHF | 65 000 | 65 000 | 35 514 | 35 514 | 26 434 CHF | 26 793 CHF | 99,93% | 99,93% |
08/11/2024 | 2,80% | 0,66 CHF | 0,67 CHF | 65 000 | 65 000 | 24 621 | 24 621 | 16 295 CHF | 16 565 CHF | 100,00% | 100,00% |
07/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 60 000 | 60 000 | 28 763 | 28 763 | 18 853 CHF | 19 142 CHF | 98,68% | 98,68% |