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 | 5,36% | 0,46 CHF | 0,48 CHF | 20 000 | 20 000 | 19 998 | 19 998 | 9 134 CHF | 9 637 CHF | 99,21% | 99,21% |
19/11/2024 | 6,63% | 0,37 CHF | 0,40 CHF | 20 000 | 20 000 | 19 996 | 19 996 | 7 445 CHF | 7 952 CHF | 99,35% | 99,35% |
18/11/2024 | 5,78% | 0,48 CHF | 0,51 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 9 519 CHF | 10 086 CHF | 99,84% | 99,84% |
15/11/2024 | 5,33% | 0,51 CHF | 0,54 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 11 012 CHF | 11 612 CHF | 99,34% | 99,34% |
14/11/2024 | 5,58% | 0,62 CHF | 0,65 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 10 440 CHF | 11 036 CHF | 98,34% | 98,34% |
13/11/2024 | 6,07% | 0,47 CHF | 0,49 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 8 123 CHF | 8 628 CHF | 99,90% | 99,90% |
12/11/2024 | 4,57% | 0,56 CHF | 0,59 CHF | 20 000 | 20 000 | 11 483 | 11 483 | 7 284 CHF | 7 628 CHF | 99,32% | 99,32% |
11/11/2024 | 4,15% | 0,72 CHF | 0,75 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 14 166 CHF | 14 766 CHF | 99,70% | 99,70% |
08/11/2024 | 4,95% | 0,58 CHF | 0,61 CHF | 20 000 | 20 000 | 19 993 | 19 993 | 11 837 CHF | 12 437 CHF | 98,31% | 98,31% |
07/11/2024 | 4,48% | 0,66 CHF | 0,69 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 13 122 CHF | 13 722 CHF | 99,64% | 99,64% |