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 | 4,99% | 0,68 CHF | 0,71 CHF | 70 000 | 70 000 | 32 670 | 32 670 | 22 632 CHF | 23 719 CHF | 99,90% | 99,90% |
19/11/2024 | 5,31% | 0,66 CHF | 0,69 CHF | 70 000 | 70 000 | 32 638 | 32 638 | 21 325 CHF | 22 411 CHF | 100,00% | 100,00% |
18/11/2024 | 5,31% | 0,64 CHF | 0,67 CHF | 70 000 | 70 000 | 23 164 | 23 164 | 14 972 CHF | 15 743 CHF | 99,90% | 99,90% |
15/11/2024 | 5,49% | 0,66 CHF | 0,69 CHF | 80 000 | 80 000 | 34 803 | 34 803 | 22 207 CHF | 23 358 CHF | 99,90% | 99,90% |
14/11/2024 | 5,83% | 0,62 CHF | 0,65 CHF | 80 000 | 80 000 | 34 771 | 34 771 | 20 665 CHF | 21 815 CHF | 100,00% | 100,00% |
13/11/2024 | 5,91% | 0,61 CHF | 0,64 CHF | 80 000 | 80 000 | 34 771 | 34 771 | 20 623 CHF | 21 773 CHF | 100,00% | 100,00% |
12/11/2024 | 5,48% | 0,59 CHF | 0,62 CHF | 80 000 | 80 000 | 33 681 | 33 681 | 20 851 CHF | 21 968 CHF | 99,90% | 99,90% |
11/11/2024 | 9,75% | 0,67 CHF | 0,70 CHF | 70 000 | 70 000 | 11 636 | 11 636 | 7 907 CHF | 8 584 CHF | 99,88% | 99,88% |
08/11/2024 | 5,77% | 0,66 CHF | 0,69 CHF | 80 000 | 80 000 | 34 768 | 34 768 | 21 357 CHF | 22 507 CHF | 100,00% | 100,00% |
07/11/2024 | 5,80% | 0,60 CHF | 0,63 CHF | 80 000 | 80 000 | 34 802 | 34 802 | 20 747 CHF | 21 898 CHF | 99,89% | 99,89% |