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 | 1,93% | 0,84 CHF | 0,85 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 33 377 CHF | 33 910 CHF | 99,90% | 99,90% |
19/11/2024 | 2,10% | 0,74 CHF | 0,75 CHF | 92 000 | 92 000 | 38 261 | 38 261 | 27 999 CHF | 28 503 CHF | 100,00% | 100,00% |
18/11/2024 | 1,93% | 0,75 CHF | 0,76 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 32 298 CHF | 32 830 CHF | 99,90% | 99,90% |
15/11/2024 | 1,95% | 0,77 CHF | 0,78 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 28 173 CHF | 28 625 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 0,78 CHF | 0,79 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 31 181 CHF | 31 707 CHF | 100,00% | 100,00% |
13/11/2024 | 1,80% | 0,81 CHF | 0,82 CHF | 92 000 | 92 000 | 41 457 | 41 457 | 34 862 CHF | 35 397 CHF | 98,61% | 99,78% |
12/11/2024 | 2,04% | 0,82 CHF | 0,83 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 30 743 CHF | 31 270 CHF | 100,00% | 100,00% |
11/11/2024 | 4,08% | 0,72 CHF | 0,73 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 17 805 CHF | 18 475 CHF | 99,57% | 99,57% |
08/11/2024 | 1,67% | 0,86 CHF | 0,87 CHF | 94 000 | 94 000 | 42 695 | 42 695 | 38 350 CHF | 38 904 CHF | 99,33% | 99,33% |
07/11/2024 | 1,69% | 0,90 CHF | 0,91 CHF | 96 000 | 96 000 | 42 796 | 42 796 | 38 776 CHF | 39 331 CHF | 100,00% | 100,00% |