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 | 2,66% | 0,62 CHF | 0,63 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 24 347 CHF | 24 880 CHF | 99,90% | 99,90% |
19/11/2024 | 2,99% | 0,52 CHF | 0,53 CHF | 92 000 | 92 000 | 38 259 | 38 259 | 19 634 CHF | 20 139 CHF | 100,00% | 100,00% |
18/11/2024 | 2,66% | 0,53 CHF | 0,54 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 23 270 CHF | 23 802 CHF | 99,90% | 99,90% |
15/11/2024 | 2,70% | 0,55 CHF | 0,56 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 20 049 CHF | 20 501 CHF | 100,00% | 100,00% |
14/11/2024 | 2,78% | 0,56 CHF | 0,57 CHF | 90 000 | 90 000 | 40 410 | 40 410 | 22 256 CHF | 22 782 CHF | 100,00% | 100,00% |
13/11/2024 | 2,41% | 0,59 CHF | 0,60 CHF | 92 000 | 92 000 | 41 454 | 41 454 | 25 744 CHF | 26 279 CHF | 98,61% | 99,78% |
12/11/2024 | 2,86% | 0,60 CHF | 0,61 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 21 861 CHF | 22 389 CHF | 100,00% | 100,00% |
11/11/2024 | 5,53% | 0,50 CHF | 0,51 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 12 830 CHF | 13 501 CHF | 99,58% | 99,58% |
08/11/2024 | 2,18% | 0,64 CHF | 0,65 CHF | 94 000 | 94 000 | 42 850 | 42 850 | 29 137 CHF | 29 691 CHF | 98,54% | 98,54% |
07/11/2024 | 2,22% | 0,68 CHF | 0,69 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 29 488 CHF | 30 043 CHF | 100,00% | 100,00% |