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 | 3,47% | 0,28 CHF | 0,29 CHF | 120 000 | 120 000 | 52 290 | 52 290 | 15 254 CHF | 15 783 CHF | 98,07% | 98,07% |
19/11/2024 | 3,72% | 0,28 CHF | 0,28 CHF | 130 000 | 130 000 | 60 658 | 60 658 | 16 365 CHF | 16 977 CHF | 98,87% | 98,87% |
18/11/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 43 351 | 43 351 | 11 466 CHF | 11 901 CHF | 96,42% | 96,42% |
15/11/2024 | 3,92% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 60 232 | 60 232 | 15 623 CHF | 16 227 CHF | 98,17% | 98,17% |
14/11/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 130 000 | 130 000 | 60 633 | 60 633 | 14 129 CHF | 14 738 CHF | 99,41% | 99,41% |
13/11/2024 | 4,40% | 0,24 CHF | 0,25 CHF | 130 000 | 130 000 | 62 992 | 62 992 | 14 676 CHF | 15 309 CHF | 97,63% | 97,63% |
12/11/2024 | 3,92% | 0,23 CHF | 0,24 CHF | 130 000 | 130 000 | 60 690 | 60 690 | 15 196 CHF | 15 805 CHF | 98,45% | 98,45% |
11/11/2024 | 14,39% | 0,28 CHF | 0,29 CHF | 130 000 | 130 000 | 21 120 | 21 120 | 6 006 CHF | 6 716 CHF | 96,09% | 96,09% |
08/11/2024 | 4,16% | 0,28 CHF | 0,28 CHF | 130 000 | 130 000 | 62 400 | 62 400 | 15 533 CHF | 16 160 CHF | 97,77% | 97,77% |
07/11/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 130 000 | 130 000 | 62 193 | 62 193 | 14 761 CHF | 15 385 CHF | 97,01% | 97,01% |