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 | 2,09% | 0,51 CHF | 0,54 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 53 108 CHF | 54 180 CHF | 98,90% | 98,90% |
19/11/2024 | 2,87% | 0,44 CHF | 0,47 CHF | 17 000 | 17 000 | 109 990 | 109 990 | 39 872 CHF | 40 982 CHF | 98,74% | 98,74% |
18/11/2024 | 2,94% | 0,33 CHF | 0,36 CHF | 18 000 | 18 000 | 109 138 | 109 138 | 39 165 CHF | 40 267 CHF | 98,94% | 98,94% |
15/11/2024 | 2,38% | 0,39 CHF | 0,42 CHF | 17 000 | 17 000 | 106 822 | 106 822 | 48 066 CHF | 49 145 CHF | 98,94% | 98,94% |
14/11/2024 | 1,67% | 0,62 CHF | 0,65 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 65 226 CHF | 66 268 CHF | 98,85% | 98,85% |
13/11/2024 | 1,74% | 0,65 CHF | 0,68 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 62 315 CHF | 63 357 CHF | 98,87% | 98,87% |
12/11/2024 | 1,72% | 0,58 CHF | 0,61 CHF | 16 000 | 16 000 | 103 312 | 103 312 | 63 381 CHF | 64 424 CHF | 98,76% | 98,76% |
11/11/2024 | 1,50% | 0,74 CHF | 0,77 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 70 735 CHF | 71 757 CHF | 98,90% | 98,90% |
08/11/2024 | 1,83% | 0,59 CHF | 0,62 CHF | 16 000 | 16 000 | 104 245 | 104 245 | 59 861 CHF | 60 914 CHF | 97,78% | 97,78% |
07/11/2024 | 2,00% | 0,52 CHF | 0,55 CHF | 17 000 | 17 000 | 104 752 | 104 752 | 55 462 CHF | 56 519 CHF | 98,90% | 98,90% |