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 | 3,37% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 25 333 | 51 944 CHF | 19 499 CHF | 99,69% | 99,69% |
19/11/2024 | 3,27% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 25 334 | 53 394 CHF | 19 911 CHF | 99,66% | 99,66% |
18/11/2024 | 3,28% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 25 332 | 53 302 CHF | 19 831 CHF | 99,67% | 99,67% |
15/11/2024 | 3,14% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 76 188 | 29 339 | 54 192 CHF | 22 143 CHF | 56,35% | 56,35% |
14/11/2024 | 4,11% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 88 557 | 20 005 | 53 647 CHF | 12 639 CHF | 99,66% | 99,66% |
13/11/2024 | 3,87% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 79 998 | 25 788 | 51 297 CHF | 17 176 CHF | 96,80% | 96,80% |
12/11/2024 | 3,88% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 25 331 | 51 127 CHF | 16 764 CHF | 99,68% | 99,68% |
11/11/2024 | 4,14% | 0,63 CHF | 0,64 CHF | 80 000 | 25 000 | 89 734 | 20 290 | 53 653 CHF | 12 647 CHF | 96,93% | 96,93% |
08/11/2024 | 4,43% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 93 250 | 20 025 | 52 331 CHF | 11 764 CHF | 99,66% | 99,66% |
07/11/2024 | 4,38% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 023 | 20 021 | 50 960 CHF | 11 828 CHF | 99,68% | 99,68% |