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 | 2,32% | 0,79 CHF | 0,81 CHF | 20 000 | 20 000 | 19 988 | 19 988 | 17 083 CHF | 17 483 CHF | 99,09% | 99,09% |
19/11/2024 | 2,29% | 0,87 CHF | 0,89 CHF | 20 000 | 20 000 | 19 993 | 19 993 | 17 309 CHF | 17 709 CHF | 99,38% | 99,38% |
18/11/2024 | 2,40% | 0,84 CHF | 0,86 CHF | 20 000 | 20 000 | 19 999 | 19 999 | 16 470 CHF | 16 870 CHF | 99,79% | 99,79% |
15/11/2024 | 2,58% | 0,76 CHF | 0,78 CHF | 20 000 | 20 000 | 19 999 | 19 999 | 15 322 CHF | 15 722 CHF | 99,95% | 99,95% |
14/11/2024 | 2,51% | 0,83 CHF | 0,85 CHF | 20 000 | 20 000 | 19 998 | 19 998 | 15 741 CHF | 16 141 CHF | 98,61% | 98,61% |
13/11/2024 | 2,57% | 0,77 CHF | 0,79 CHF | 20 000 | 20 000 | 19 999 | 19 999 | 15 404 CHF | 15 804 CHF | 99,99% | 99,99% |
12/11/2024 | 2,22% | 0,87 CHF | 0,89 CHF | 20 000 | 20 000 | 19 984 | 19 984 | 17 831 CHF | 18 231 CHF | 99,74% | 99,74% |
11/11/2024 | 1,95% | 1,00 CHF | 1,02 CHF | 20 000 | 20 000 | 19 977 | 19 977 | 20 295 CHF | 20 694 CHF | 99,83% | 99,83% |
08/11/2024 | 1,93% | 1,02 CHF | 1,04 CHF | 20 000 | 20 000 | 19 980 | 19 980 | 20 525 CHF | 20 925 CHF | 98,31% | 98,31% |
07/11/2024 | 1,86% | 1,03 CHF | 1,05 CHF | 20 000 | 20 000 | 19 976 | 19 976 | 21 331 CHF | 21 731 CHF | 99,97% | 99,97% |