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 | 3,16% | 0,35 CHF | 0,36 CHF | 90 000 | 90 000 | 49 342 | 49 342 | 16 010 CHF | 16 505 CHF | 99,90% | 99,90% |
19/11/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 108 400 | 108 400 | 59 647 | 59 647 | 18 251 CHF | 18 849 CHF | 98,91% | 98,91% |
18/11/2024 | 4,02% | 0,27 CHF | 0,28 CHF | 132 300 | 132 300 | 72 523 | 72 523 | 18 378 CHF | 19 106 CHF | 99,20% | 99,20% |
15/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 121 000 | 121 000 | 66 238 | 66 238 | 15 866 CHF | 16 531 CHF | 99,89% | 99,89% |
14/11/2024 | 4,71% | 0,25 CHF | 0,26 CHF | 123 900 | 123 900 | 69 161 | 69 161 | 15 197 CHF | 15 890 CHF | 98,85% | 98,85% |
13/11/2024 | 3,74% | 0,24 CHF | 0,25 CHF | 111 900 | 111 900 | 61 475 | 61 475 | 16 211 CHF | 16 827 CHF | 100,00% | 100,00% |
12/11/2024 | 3,73% | 0,28 CHF | 0,28 CHF | 94 300 | 94 300 | 48 334 | 48 334 | 13 102 CHF | 13 587 CHF | 100,00% | 100,00% |
11/11/2024 | 2,36% | 0,32 CHF | 0,33 CHF | 56 100 | 56 100 | 30 610 | 30 610 | 12 897 CHF | 13 206 CHF | 99,93% | 99,93% |
08/11/2024 | 3,65% | 0,53 CHF | 0,54 CHF | 54 300 | 54 300 | 20 508 | 20 508 | 10 847 CHF | 11 072 CHF | 100,00% | 100,00% |
07/11/2024 | 2,21% | 0,56 CHF | 0,57 CHF | 51 000 | 51 000 | 24 344 | 24 344 | 13 067 CHF | 13 329 CHF | 98,68% | 98,68% |