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 | 2,80% | 0,79 CHF | 0,80 CHF | 30 000 | 30 000 | 16 261 | 16 261 | 13 384 CHF | 13 703 CHF | 99,83% | 99,83% |
19/11/2024 | 3,10% | 0,76 CHF | 0,77 CHF | 40 000 | 40 000 | 18 503 | 18 503 | 13 766 CHF | 14 107 CHF | 99,26% | 99,26% |
18/11/2024 | 3,12% | 0,72 CHF | 0,73 CHF | 40 000 | 40 000 | 12 772 | 12 772 | 9 268 CHF | 9 477 CHF | 98,63% | 98,63% |
15/11/2024 | 3,31% | 0,75 CHF | 0,76 CHF | 40 000 | 40 000 | 18 625 | 18 625 | 13 285 CHF | 13 625 CHF | 99,57% | 99,57% |
14/11/2024 | 3,75% | 0,66 CHF | 0,67 CHF | 40 000 | 40 000 | 18 590 | 18 590 | 11 434 CHF | 11 775 CHF | 99,73% | 99,73% |
13/11/2024 | 3,80% | 0,65 CHF | 0,66 CHF | 40 000 | 40 000 | 18 819 | 18 819 | 11 693 CHF | 12 034 CHF | 96,46% | 96,46% |
12/11/2024 | 3,20% | 0,61 CHF | 0,62 CHF | 40 000 | 40 000 | 18 659 | 18 659 | 12 749 CHF | 13 089 CHF | 98,98% | 98,98% |
11/11/2024 | 6,74% | 0,80 CHF | 0,81 CHF | 40 000 | 40 000 | 6 555 | 6 555 | 5 341 CHF | 5 623 CHF | 98,96% | 98,96% |
08/11/2024 | 3,54% | 0,78 CHF | 0,79 CHF | 40 000 | 40 000 | 18 538 | 18 538 | 12 715 CHF | 13 055 CHF | 99,78% | 99,78% |
07/11/2024 | 3,58% | 0,66 CHF | 0,67 CHF | 40 000 | 40 000 | 18 577 | 18 577 | 11 932 CHF | 12 272 CHF | 98,84% | 98,84% |