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 | 3,26% | 0,58 CHF | 0,59 CHF | 140 000 | 140 000 | 65 754 | 65 754 | 36 384 CHF | 37 398 CHF | 99,67% | 99,67% |
19/11/2024 | 3,19% | 0,57 CHF | 0,58 CHF | 140 000 | 140 000 | 66 020 | 66 020 | 36 300 CHF | 37 316 CHF | 98,66% | 98,66% |
18/11/2024 | 3,23% | 0,58 CHF | 0,59 CHF | 140 000 | 140 000 | 64 562 | 64 562 | 36 055 CHF | 37 063 CHF | 96,49% | 96,49% |
15/11/2024 | 2,53% | 0,63 CHF | 0,64 CHF | 130 000 | 130 000 | 59 620 | 59 620 | 40 876 CHF | 41 813 CHF | 94,17% | 94,17% |
14/11/2024 | 2,35% | 0,74 CHF | 0,75 CHF | 130 000 | 130 000 | 60 657 | 60 657 | 45 413 CHF | 46 354 CHF | 99,39% | 99,39% |
13/11/2024 | 2,19% | 0,77 CHF | 0,78 CHF | 130 000 | 130 000 | 60 868 | 60 868 | 49 162 CHF | 50 104 CHF | 99,67% | 99,67% |
12/11/2024 | 1,87% | 0,92 CHF | 0,93 CHF | 120 000 | 120 000 | 53 651 | 53 651 | 50 598 CHF | 51 415 CHF | 97,99% | 97,99% |
11/11/2024 | 1,93% | 1,01 CHF | 1,02 CHF | 120 000 | 120 000 | 53 294 | 53 294 | 51 205 CHF | 52 018 CHF | 99,88% | 99,88% |
08/11/2024 | 1,88% | 0,89 CHF | 0,90 CHF | 130 000 | 130 000 | 54 153 | 54 153 | 50 684 CHF | 51 508 CHF | 97,35% | 97,35% |
07/11/2024 | 4,02% | 0,93 CHF | 0,94 CHF | 130 000 | 130 000 | 38 833 | 38 833 | 33 486 CHF | 34 329 CHF | 93,58% | 93,58% |