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 | 3,54% | 0,97 CHF | 1,00 CHF | 70 000 | 70 000 | 32 667 | 32 667 | 32 236 CHF | 33 323 CHF | 99,90% | 99,90% |
19/11/2024 | 3,70% | 0,96 CHF | 0,99 CHF | 70 000 | 70 000 | 32 638 | 32 638 | 30 854 CHF | 31 940 CHF | 100,00% | 100,00% |
18/11/2024 | 3,70% | 0,94 CHF | 0,97 CHF | 70 000 | 70 000 | 23 164 | 23 164 | 21 734 CHF | 22 505 CHF | 99,89% | 99,89% |
15/11/2024 | 3,79% | 0,95 CHF | 0,98 CHF | 70 000 | 70 000 | 32 671 | 32 671 | 30 345 CHF | 31 432 CHF | 99,90% | 99,90% |
14/11/2024 | 3,96% | 0,91 CHF | 0,94 CHF | 70 000 | 70 000 | 32 646 | 32 646 | 28 782 CHF | 29 868 CHF | 99,98% | 99,98% |
13/11/2024 | 4,02% | 0,89 CHF | 0,92 CHF | 70 000 | 70 000 | 32 694 | 32 694 | 28 655 CHF | 29 743 CHF | 99,58% | 99,58% |
12/11/2024 | 3,79% | 0,87 CHF | 0,90 CHF | 70 000 | 70 000 | 32 667 | 32 667 | 29 668 CHF | 30 754 CHF | 99,90% | 99,90% |
11/11/2024 | 6,93% | 0,96 CHF | 0,99 CHF | 70 000 | 70 000 | 11 642 | 11 642 | 11 337 CHF | 12 015 CHF | 99,38% | 99,38% |
08/11/2024 | 3,94% | 0,95 CHF | 0,98 CHF | 70 000 | 70 000 | 32 636 | 32 636 | 29 378 CHF | 30 464 CHF | 99,99% | 99,99% |
07/11/2024 | 3,97% | 0,89 CHF | 0,92 CHF | 70 000 | 70 000 | 32 677 | 32 677 | 28 752 CHF | 29 839 CHF | 99,72% | 99,72% |