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 | 2,19% | 0,75 CHF | 0,76 CHF | 92 000 | 92 000 | 41 097 | 41 097 | 29 530 CHF | 30 063 CHF | 99,90% | 99,90% |
19/11/2024 | 2,41% | 0,65 CHF | 0,66 CHF | 92 000 | 92 000 | 38 261 | 38 261 | 24 444 CHF | 24 949 CHF | 100,00% | 100,00% |
18/11/2024 | 2,19% | 0,66 CHF | 0,67 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 28 455 CHF | 28 987 CHF | 99,90% | 99,90% |
15/11/2024 | 2,22% | 0,67 CHF | 0,68 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 24 687 CHF | 25 138 CHF | 100,00% | 100,00% |
14/11/2024 | 2,27% | 0,68 CHF | 0,69 CHF | 90 000 | 90 000 | 40 413 | 40 413 | 27 372 CHF | 27 898 CHF | 100,00% | 100,00% |
13/11/2024 | 2,02% | 0,72 CHF | 0,73 CHF | 92 000 | 92 000 | 41 455 | 41 455 | 31 011 CHF | 31 547 CHF | 98,61% | 99,78% |
12/11/2024 | 2,32% | 0,72 CHF | 0,73 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 26 982 CHF | 27 510 CHF | 100,00% | 100,00% |
11/11/2024 | 4,59% | 0,63 CHF | 0,64 CHF | 90 000 | 90 000 | 22 705 | 22 705 | 15 686 CHF | 16 356 CHF | 99,53% | 99,53% |
08/11/2024 | 1,85% | 0,77 CHF | 0,78 CHF | 94 000 | 94 000 | 42 804 | 42 804 | 34 502 CHF | 35 055 CHF | 98,76% | 98,76% |
07/11/2024 | 1,88% | 0,81 CHF | 0,82 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 34 823 CHF | 35 378 CHF | 100,00% | 100,00% |