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 | 4,36% | 0,42 CHF | 0,43 CHF | 140 000 | 140 000 | 65 572 | 65 572 | 25 310 CHF | 26 253 CHF | 99,88% | 99,88% |
19/11/2024 | 4,27% | 0,41 CHF | 0,42 CHF | 140 000 | 140 000 | 65 475 | 65 475 | 25 090 CHF | 26 036 CHF | 99,19% | 99,19% |
18/11/2024 | 4,27% | 0,42 CHF | 0,43 CHF | 140 000 | 140 000 | 64 472 | 64 472 | 25 299 CHF | 26 239 CHF | 98,70% | 98,70% |
15/11/2024 | 3,36% | 0,47 CHF | 0,48 CHF | 130 000 | 130 000 | 60 076 | 60 076 | 30 846 CHF | 31 809 CHF | 96,23% | 96,23% |
14/11/2024 | 3,03% | 0,56 CHF | 0,57 CHF | 130 000 | 130 000 | 60 565 | 60 565 | 34 888 CHF | 35 828 CHF | 99,39% | 99,39% |
13/11/2024 | 2,78% | 0,60 CHF | 0,61 CHF | 130 000 | 130 000 | 59 999 | 59 999 | 38 180 CHF | 39 122 CHF | 99,75% | 99,75% |
12/11/2024 | 2,31% | 0,75 CHF | 0,76 CHF | 120 000 | 120 000 | 52 307 | 52 307 | 40 327 CHF | 41 142 CHF | 99,07% | 99,07% |
11/11/2024 | 2,40% | 0,83 CHF | 0,84 CHF | 120 000 | 120 000 | 51 795 | 51 795 | 40 654 CHF | 41 468 CHF | 99,79% | 99,79% |
08/11/2024 | 2,30% | 0,72 CHF | 0,73 CHF | 130 000 | 130 000 | 53 735 | 53 735 | 41 093 CHF | 41 916 CHF | 97,81% | 97,81% |
07/11/2024 | 5,05% | 0,76 CHF | 0,77 CHF | 130 000 | 130 000 | 38 227 | 38 227 | 26 492 CHF | 27 343 CHF | 94,75% | 94,75% |