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 | 2,74% | 0,40 CHF | 0,43 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 40 471 CHF | 41 544 CHF | 98,90% | 98,90% |
19/11/2024 | 4,25% | 0,32 CHF | 0,35 CHF | 17 000 | 17 000 | 109 989 | 109 989 | 26 833 CHF | 27 944 CHF | 98,73% | 98,73% |
18/11/2024 | 4,38% | 0,21 CHF | 0,24 CHF | 18 000 | 18 000 | 109 138 | 109 138 | 26 154 CHF | 27 257 CHF | 98,94% | 98,94% |
15/11/2024 | 3,26% | 0,27 CHF | 0,30 CHF | 17 000 | 17 000 | 106 822 | 106 822 | 35 241 CHF | 36 320 CHF | 98,94% | 98,94% |
14/11/2024 | 2,06% | 0,49 CHF | 0,52 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 52 679 CHF | 53 722 CHF | 98,85% | 98,85% |
13/11/2024 | 2,17% | 0,53 CHF | 0,56 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 49 738 CHF | 50 780 CHF | 98,87% | 98,87% |
12/11/2024 | 2,14% | 0,46 CHF | 0,49 CHF | 16 000 | 16 000 | 103 312 | 103 312 | 50 752 CHF | 51 795 CHF | 98,75% | 98,75% |
11/11/2024 | 1,83% | 0,61 CHF | 0,64 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 57 960 CHF | 58 983 CHF | 98,90% | 98,90% |
08/11/2024 | 2,32% | 0,47 CHF | 0,50 CHF | 16 000 | 16 000 | 104 245 | 104 245 | 47 331 CHF | 48 383 CHF | 97,78% | 97,78% |
07/11/2024 | 2,60% | 0,40 CHF | 0,43 CHF | 17 000 | 17 000 | 104 752 | 104 752 | 42 860 CHF | 43 918 CHF | 98,90% | 98,90% |