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 | 4,47% | 0,48 CHF | 0,49 CHF | 40 000 | 40 000 | 18 440 | 18 440 | 9 373 CHF | 9 713 CHF | 99,90% | 99,90% |
19/11/2024 | 4,32% | 0,46 CHF | 0,47 CHF | 40 000 | 40 000 | 18 570 | 18 570 | 8 202 CHF | 8 492 CHF | 99,92% | 99,92% |
18/11/2024 | 4,32% | 0,43 CHF | 0,44 CHF | 40 000 | 40 000 | 12 781 | 12 781 | 5 493 CHF | 5 681 CHF | 99,81% | 99,81% |
15/11/2024 | 4,29% | 0,46 CHF | 0,47 CHF | 40 000 | 40 000 | 18 622 | 18 622 | 7 838 CHF | 8 111 CHF | 99,75% | 99,75% |
14/11/2024 | 4,84% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 25 990 | 25 990 | 8 868 CHF | 9 258 CHF | 99,95% | 99,95% |
13/11/2024 | 4,91% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 26 084 | 26 084 | 9 023 CHF | 9 413 CHF | 98,27% | 98,27% |
12/11/2024 | 4,40% | 0,34 CHF | 0,35 CHF | 40 000 | 40 000 | 18 600 | 18 600 | 7 458 CHF | 7 745 CHF | 99,90% | 99,90% |
11/11/2024 | 10,40% | 0,50 CHF | 0,51 CHF | 40 000 | 40 000 | 6 546 | 6 546 | 3 363 CHF | 3 646 CHF | 99,63% | 99,63% |
08/11/2024 | 4,36% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 25 971 | 25 971 | 10 394 CHF | 10 784 CHF | 99,98% | 99,98% |
07/11/2024 | 4,46% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 26 019 | 26 019 | 9 663 CHF | 10 054 CHF | 99,45% | 99,45% |