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 | 4,58% | 0,38 CHF | 0,39 CHF | 92 000 | 92 000 | 41 097 | 41 097 | 14 349 CHF | 14 882 CHF | 99,90% | 99,90% |
19/11/2024 | 5,61% | 0,28 CHF | 0,29 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 10 351 CHF | 10 855 CHF | 100,00% | 100,00% |
18/11/2024 | 4,57% | 0,29 CHF | 0,30 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 13 273 CHF | 13 805 CHF | 99,90% | 99,90% |
15/11/2024 | 4,72% | 0,30 CHF | 0,31 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 11 044 CHF | 11 496 CHF | 100,00% | 100,00% |
14/11/2024 | 4,97% | 0,31 CHF | 0,32 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 12 373 CHF | 12 899 CHF | 100,00% | 100,00% |
13/11/2024 | 3,88% | 0,35 CHF | 0,36 CHF | 92 000 | 92 000 | 41 454 | 41 454 | 15 727 CHF | 16 263 CHF | 98,61% | 99,78% |
12/11/2024 | 5,18% | 0,35 CHF | 0,36 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 12 016 CHF | 12 544 CHF | 100,00% | 100,00% |
11/11/2024 | 9,13% | 0,26 CHF | 0,27 CHF | 90 000 | 90 000 | 22 704 | 22 704 | 7 350 CHF | 8 020 CHF | 99,53% | 99,53% |
08/11/2024 | 3,30% | 0,40 CHF | 0,41 CHF | 94 000 | 94 000 | 42 800 | 42 800 | 18 839 CHF | 19 392 CHF | 98,78% | 98,78% |
07/11/2024 | 3,38% | 0,44 CHF | 0,45 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 19 222 CHF | 19 777 CHF | 100,00% | 100,00% |