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 | 1,66% | 0,92 CHF | 0,93 CHF | 60 000 | 60 000 | 29 665 | 29 665 | 27 768 CHF | 28 173 CHF | 92,91% | 92,91% |
19/11/2024 | 1,74% | 0,90 CHF | 0,91 CHF | 70 000 | 70 000 | 31 767 | 31 767 | 28 352 CHF | 28 779 CHF | 92,67% | 92,67% |
18/11/2024 | 1,77% | 0,88 CHF | 0,89 CHF | 70 000 | 70 000 | 23 854 | 23 854 | 21 051 CHF | 21 373 CHF | 84,75% | 84,75% |
15/11/2024 | 1,75% | 0,89 CHF | 0,90 CHF | 70 000 | 70 000 | 33 306 | 33 306 | 29 073 CHF | 29 505 CHF | 88,23% | 88,23% |
14/11/2024 | 1,88% | 0,85 CHF | 0,86 CHF | 70 000 | 70 000 | 32 366 | 32 366 | 26 484 CHF | 26 911 CHF | 88,90% | 88,90% |
13/11/2024 | 1,95% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 31 849 | 31 849 | 25 963 CHF | 26 392 CHF | 94,02% | 94,02% |
12/11/2024 | 1,74% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 33 012 | 33 012 | 28 039 CHF | 28 467 CHF | 83,85% | 83,85% |
11/11/2024 | 5,32% | 0,91 CHF | 0,92 CHF | 70 000 | 70 000 | 11 258 | 11 258 | 10 346 CHF | 10 779 CHF | 88,34% | 88,34% |
08/11/2024 | 1,91% | 0,90 CHF | 0,91 CHF | 70 000 | 70 000 | 31 577 | 31 577 | 26 587 CHF | 27 015 CHF | 92,40% | 92,40% |
07/11/2024 | 1,86% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 33 442 | 33 442 | 27 394 CHF | 27 831 CHF | 83,21% | 83,21% |