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 | 4,93% | 0,35 CHF | 0,36 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 13 327 CHF | 13 860 CHF | 99,90% | 99,90% |
19/11/2024 | 6,21% | 0,25 CHF | 0,26 CHF | 92 000 | 92 000 | 38 255 | 38 255 | 9 419 CHF | 9 929 CHF | 100,00% | 100,00% |
18/11/2024 | 4,93% | 0,26 CHF | 0,27 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 12 272 CHF | 12 804 CHF | 99,90% | 99,90% |
15/11/2024 | 5,07% | 0,28 CHF | 0,29 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 10 181 CHF | 10 633 CHF | 100,00% | 100,00% |
14/11/2024 | 5,38% | 0,29 CHF | 0,30 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 11 404 CHF | 11 930 CHF | 100,00% | 100,00% |
13/11/2024 | 4,15% | 0,33 CHF | 0,34 CHF | 92 000 | 92 000 | 41 456 | 41 456 | 14 671 CHF | 15 207 CHF | 98,61% | 99,78% |
12/11/2024 | 5,64% | 0,33 CHF | 0,34 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 11 038 CHF | 11 566 CHF | 100,00% | 100,00% |
11/11/2024 | 9,77% | 0,24 CHF | 0,25 CHF | 90 000 | 90 000 | 22 700 | 22 700 | 6 796 CHF | 7 466 CHF | 99,62% | 99,62% |
08/11/2024 | 3,48% | 0,38 CHF | 0,39 CHF | 94 000 | 94 000 | 42 695 | 42 695 | 17 819 CHF | 18 372 CHF | 99,33% | 99,33% |
07/11/2024 | 3,57% | 0,42 CHF | 0,43 CHF | 96 000 | 96 000 | 42 794 | 42 794 | 18 150 CHF | 18 705 CHF | 100,00% | 100,00% |