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 | 2,02% | 0,74 CHF | 0,76 CHF | 30 000 | 30 000 | 29 903 | 29 903 | 22 698 CHF | 23 103 CHF | 82,88% | 82,88% |
19/11/2024 | 2,17% | 0,73 CHF | 0,74 CHF | 70 000 | 70 000 | 32 050 | 32 050 | 22 922 CHF | 23 357 CHF | 87,01% | 87,01% |
18/11/2024 | 2,21% | 0,70 CHF | 0,72 CHF | 35 000 | 35 000 | 20 341 | 20 341 | 14 344 CHF | 14 634 CHF | 87,74% | 87,74% |
15/11/2024 | 2,37% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 30 821 | 30 821 | 21 412 CHF | 21 852 CHF | 88,69% | 88,69% |
14/11/2024 | 2,48% | 0,67 CHF | 0,68 CHF | 70 000 | 70 000 | 31 972 | 31 972 | 20 565 CHF | 21 007 CHF | 83,30% | 83,30% |
13/11/2024 | 2,54% | 0,66 CHF | 0,67 CHF | 70 000 | 70 000 | 31 118 | 31 118 | 19 896 CHF | 20 329 CHF | 84,81% | 84,81% |
12/11/2024 | 2,29% | 0,63 CHF | 0,64 CHF | 70 000 | 70 000 | 30 457 | 30 457 | 20 656 CHF | 21 080 CHF | 93,70% | 93,70% |
11/11/2024 | 6,41% | 0,74 CHF | 0,75 CHF | 70 000 | 70 000 | 11 760 | 11 760 | 8 772 CHF | 9 212 CHF | 88,31% | 88,31% |
08/11/2024 | 2,40% | 0,72 CHF | 0,73 CHF | 70 000 | 70 000 | 31 092 | 31 092 | 20 789 CHF | 21 215 CHF | 92,73% | 92,73% |
07/11/2024 | 2,47% | 0,66 CHF | 0,67 CHF | 70 000 | 70 000 | 30 757 | 30 757 | 19 893 CHF | 20 325 CHF | 87,02% | 87,02% |