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 | 3,58% | 0,47 CHF | 0,48 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 18 190 CHF | 18 723 CHF | 99,90% | 99,90% |
19/11/2024 | 4,19% | 0,37 CHF | 0,38 CHF | 92 000 | 92 000 | 38 261 | 38 261 | 13 922 CHF | 14 427 CHF | 100,00% | 100,00% |
18/11/2024 | 3,59% | 0,38 CHF | 0,39 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 17 112 CHF | 17 644 CHF | 99,90% | 99,90% |
15/11/2024 | 3,66% | 0,40 CHF | 0,41 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 14 503 CHF | 14 954 CHF | 100,00% | 100,00% |
14/11/2024 | 3,81% | 0,41 CHF | 0,42 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 16 176 CHF | 16 702 CHF | 100,00% | 100,00% |
13/11/2024 | 3,15% | 0,44 CHF | 0,45 CHF | 92 000 | 92 000 | 41 455 | 41 455 | 19 546 CHF | 20 082 CHF | 98,61% | 99,78% |
12/11/2024 | 3,96% | 0,45 CHF | 0,46 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 15 790 CHF | 16 318 CHF | 100,00% | 100,00% |
11/11/2024 | 7,30% | 0,35 CHF | 0,36 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 9 442 CHF | 10 112 CHF | 99,56% | 99,56% |
08/11/2024 | 2,76% | 0,50 CHF | 0,51 CHF | 94 000 | 94 000 | 42 853 | 42 853 | 22 812 CHF | 23 366 CHF | 98,50% | 98,50% |
07/11/2024 | 2,81% | 0,53 CHF | 0,54 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 23 168 CHF | 23 723 CHF | 100,00% | 100,00% |