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 | 3,15% | 0,53 CHF | 0,54 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 20 609 CHF | 21 141 CHF | 99,90% | 99,90% |
19/11/2024 | 3,62% | 0,43 CHF | 0,44 CHF | 92 000 | 92 000 | 38 261 | 38 261 | 16 151 CHF | 16 656 CHF | 100,00% | 100,00% |
18/11/2024 | 3,16% | 0,44 CHF | 0,45 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 19 533 CHF | 20 065 CHF | 99,90% | 99,90% |
15/11/2024 | 3,22% | 0,46 CHF | 0,47 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 16 653 CHF | 17 105 CHF | 100,00% | 100,00% |
14/11/2024 | 3,33% | 0,47 CHF | 0,48 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 18 578 CHF | 19 104 CHF | 100,00% | 100,00% |
13/11/2024 | 2,81% | 0,50 CHF | 0,51 CHF | 92 000 | 92 000 | 41 458 | 41 458 | 22 002 CHF | 22 538 CHF | 98,61% | 99,78% |
12/11/2024 | 3,44% | 0,51 CHF | 0,52 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 18 199 CHF | 18 727 CHF | 100,00% | 100,00% |
11/11/2024 | 6,48% | 0,41 CHF | 0,42 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 10 785 CHF | 11 456 CHF | 99,62% | 99,62% |
08/11/2024 | 2,50% | 0,55 CHF | 0,56 CHF | 94 000 | 94 000 | 42 695 | 42 695 | 25 210 CHF | 25 764 CHF | 99,33% | 99,33% |
07/11/2024 | 2,54% | 0,59 CHF | 0,60 CHF | 96 000 | 96 000 | 42 796 | 42 796 | 25 656 CHF | 26 211 CHF | 100,00% | 100,00% |