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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,33% | 0,48 CHF | 0,50 CHF | 80 000 | 80 000 | 81 107 | 81 107 | 37 379 CHF | 38 644 CHF | 99,94% | 99,94% |
22/11/2024 | 3,25% | 0,46 CHF | 0,48 CHF | 90 000 | 90 000 | 89 758 | 89 758 | 41 030 CHF | 42 380 CHF | 99,29% | 99,29% |
20/11/2024 | 3,43% | 0,40 CHF | 0,42 CHF | 90 000 | 90 000 | 89 800 | 89 800 | 38 917 CHF | 40 267 CHF | 100,00% | 100,00% |
19/11/2024 | 3,58% | 0,41 CHF | 0,43 CHF | 90 000 | 90 000 | 89 807 | 89 807 | 37 193 CHF | 38 543 CHF | 99,70% | 99,70% |
18/11/2024 | 3,36% | 0,45 CHF | 0,46 CHF | 90 000 | 90 000 | 89 903 | 89 903 | 39 609 CHF | 40 959 CHF | 99,92% | 99,92% |
15/11/2024 | 3,77% | 0,47 CHF | 0,48 CHF | 90 000 | 90 000 | 89 825 | 89 825 | 43 607 CHF | 45 281 CHF | 99,31% | 99,31% |
14/11/2024 | 3,47% | 0,49 CHF | 0,51 CHF | 90 000 | 90 000 | 89 847 | 89 847 | 41 862 CHF | 43 343 CHF | 100,00% | 100,00% |
13/11/2024 | 3,50% | 0,42 CHF | 0,43 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 37 977 CHF | 39 327 CHF | 99,96% | 99,96% |
12/11/2024 | 3,86% | 0,45 CHF | 0,47 CHF | 90 000 | 90 000 | 89 491 | 89 491 | 44 145 CHF | 45 875 CHF | 99,85% | 99,85% |
11/11/2024 | 3,76% | 0,48 CHF | 0,49 CHF | 90 000 | 90 000 | 89 726 | 89 726 | 44 206 CHF | 45 898 CHF | 100,00% | 100,00% |