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 | 6,50% | 0,22 CHF | 0,23 CHF | 91 000 | 91 000 | 40 581 | 40 581 | 10 319 CHF | 10 933 CHF | 99,90% | 99,90% |
19/11/2024 | 8,40% | 0,20 CHF | 0,21 CHF | 92 000 | 92 000 | 40 990 | 40 990 | 8 290 CHF | 8 911 CHF | 100,00% | 100,00% |
18/11/2024 | 8,51% | 0,22 CHF | 0,23 CHF | 91 000 | 91 000 | 40 850 | 40 850 | 8 339 CHF | 8 958 CHF | 99,90% | 99,90% |
15/11/2024 | 6,79% | 0,19 CHF | 0,20 CHF | 91 000 | 91 000 | 40 559 | 40 559 | 9 668 CHF | 10 282 CHF | 99,90% | 99,90% |
14/11/2024 | 5,57% | 0,28 CHF | 0,29 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 12 135 CHF | 12 747 CHF | 100,00% | 100,00% |
13/11/2024 | 5,34% | 0,31 CHF | 0,32 CHF | 90 000 | 90 000 | 40 406 | 40 406 | 12 853 CHF | 13 465 CHF | 100,00% | 100,00% |
12/11/2024 | 4,95% | 0,35 CHF | 0,36 CHF | 89 000 | 89 000 | 40 202 | 40 202 | 14 216 CHF | 14 826 CHF | 99,87% | 99,87% |
11/11/2024 | 4,49% | 0,36 CHF | 0,37 CHF | 89 000 | 89 000 | 40 173 | 40 173 | 15 490 CHF | 16 100 CHF | 99,62% | 99,62% |
08/11/2024 | 4,59% | 0,40 CHF | 0,41 CHF | 89 000 | 89 000 | 40 232 | 40 232 | 15 627 CHF | 16 238 CHF | 100,00% | 100,00% |
07/11/2024 | 4,48% | 0,38 CHF | 0,39 CHF | 90 000 | 90 000 | 40 307 | 40 307 | 15 847 CHF | 16 458 CHF | 99,89% | 99,89% |