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 | 2,52% | 0,65 CHF | 0,66 CHF | 92 000 | 92 000 | 41 094 | 41 094 | 25 688 CHF | 26 221 CHF | 99,90% | 99,90% |
19/11/2024 | 2,81% | 0,55 CHF | 0,56 CHF | 92 000 | 92 000 | 38 255 | 38 255 | 20 881 CHF | 21 385 CHF | 100,00% | 100,00% |
18/11/2024 | 2,52% | 0,57 CHF | 0,58 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 24 630 CHF | 25 162 CHF | 99,89% | 99,89% |
15/11/2024 | 2,55% | 0,58 CHF | 0,59 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 21 268 CHF | 21 720 CHF | 100,00% | 100,00% |
14/11/2024 | 2,63% | 0,59 CHF | 0,60 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 23 585 CHF | 24 111 CHF | 100,00% | 100,00% |
13/11/2024 | 2,30% | 0,63 CHF | 0,64 CHF | 92 000 | 92 000 | 41 456 | 41 456 | 27 120 CHF | 27 656 CHF | 98,61% | 99,78% |
12/11/2024 | 2,70% | 0,63 CHF | 0,64 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 23 179 CHF | 23 707 CHF | 100,00% | 100,00% |
11/11/2024 | 5,24% | 0,54 CHF | 0,55 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 13 576 CHF | 14 246 CHF | 99,59% | 99,59% |
08/11/2024 | 2,09% | 0,68 CHF | 0,69 CHF | 94 000 | 94 000 | 42 843 | 42 843 | 30 552 CHF | 31 106 CHF | 98,56% | 98,56% |
07/11/2024 | 2,12% | 0,71 CHF | 0,72 CHF | 96 000 | 96 000 | 42 795 | 42 795 | 30 891 CHF | 31 446 CHF | 100,00% | 100,00% |