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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,31% | 0,49 CHF | 0,50 CHF | 120 000 | 120 000 | 53 933 | 53 933 | 24 179 CHF | 24 719 CHF | 99,25% | 99,25% |
20/11/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 53 080 | 53 080 | 22 027 CHF | 22 560 CHF | 99,07% | 99,07% |
19/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 130 000 | 130 000 | 54 595 | 54 595 | 20 996 CHF | 21 546 CHF | 99,92% | 99,92% |
18/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 120 000 | 120 000 | 53 634 | 53 634 | 26 106 CHF | 26 643 CHF | 99,42% | 99,42% |
15/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 120 000 | 120 000 | 53 819 | 53 819 | 24 647 CHF | 25 186 CHF | 99,42% | 99,42% |
14/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 120 000 | 120 000 | 53 082 | 53 082 | 28 351 CHF | 28 884 CHF | 97,50% | 97,50% |
13/11/2024 | 2,04% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 53 313 | 53 313 | 27 033 CHF | 27 569 CHF | 99,67% | 99,67% |
12/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 120 000 | 120 000 | 53 278 | 53 278 | 27 039 CHF | 27 574 CHF | 97,78% | 97,78% |
11/11/2024 | 2,49% | 0,50 CHF | 0,51 CHF | 130 000 | 130 000 | 62 717 | 62 717 | 27 353 CHF | 27 985 CHF | 99,47% | 99,47% |
08/11/2024 | 3,32% | 0,35 CHF | 0,36 CHF | 140 000 | 140 000 | 65 459 | 65 459 | 20 729 CHF | 21 386 CHF | 98,99% | 98,99% |