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 | 2,04% | 0,47 CHF | 0,48 CHF | 80 000 | 80 000 | 79 347 | 79 347 | 38 437 CHF | 39 231 CHF | 99,43% | 99,43% |
19/11/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 80 000 | 80 000 | 79 534 | 79 534 | 35 375 CHF | 36 170 CHF | 100,00% | 100,00% |
18/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 80 000 | 80 000 | 79 640 | 79 640 | 37 562 CHF | 38 359 CHF | 99,88% | 99,88% |
15/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 34 190 CHF | 34 990 CHF | 100,00% | 100,00% |
14/11/2024 | 2,57% | 0,41 CHF | 0,42 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 30 820 CHF | 31 620 CHF | 98,49% | 98,49% |
13/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 31 582 CHF | 32 482 CHF | 100,00% | 100,00% |
12/11/2024 | 2,50% | 0,35 CHF | 0,36 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 31 717 CHF | 32 517 CHF | 99,88% | 99,88% |
11/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 70 000 | 70 000 | 71 551 | 71 551 | 35 541 CHF | 36 257 CHF | 100,00% | 100,00% |
08/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 80 000 | 80 000 | 78 390 | 78 390 | 36 265 CHF | 37 049 CHF | 99,06% | 99,06% |
07/11/2024 | 1,97% | 0,49 CHF | 0,50 CHF | 70 000 | 70 000 | 70 828 | 70 828 | 35 662 CHF | 36 371 CHF | 99,94% | 99,94% |