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 | 3,64% | 0,58 CHF | 0,59 CHF | 114 000 | 114 000 | 49 706 | 49 706 | 26 824 CHF | 27 585 CHF | 99,90% | 99,90% |
19/11/2024 | 4,35% | 0,39 CHF | 0,40 CHF | 118 000 | 118 000 | 51 739 | 51 739 | 20 675 CHF | 21 453 CHF | 99,85% | 99,85% |
18/11/2024 | 3,30% | 0,38 CHF | 0,39 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 24 101 CHF | 24 862 CHF | 97,65% | 97,65% |
15/11/2024 | 2,10% | 0,64 CHF | 0,65 CHF | 112 000 | 112 000 | 47 281 | 47 281 | 37 392 CHF | 38 099 CHF | 99,58% | 99,58% |
14/11/2024 | 1,53% | 1,07 CHF | 1,08 CHF | 105 000 | 105 000 | 46 839 | 46 839 | 52 334 CHF | 53 041 CHF | 100,00% | 100,00% |
13/11/2024 | 1,48% | 1,24 CHF | 1,25 CHF | 103 000 | 103 000 | 46 301 | 46 301 | 56 871 CHF | 57 573 CHF | 100,00% | 100,00% |
12/11/2024 | 1,40% | 1,19 CHF | 1,20 CHF | 104 000 | 104 000 | 46 392 | 46 392 | 58 252 CHF | 58 955 CHF | 99,77% | 99,77% |
11/11/2024 | 1,37% | 1,39 CHF | 1,40 CHF | 102 000 | 102 000 | 45 816 | 45 816 | 61 319 CHF | 62 014 CHF | 99,90% | 99,90% |
08/11/2024 | 2,90% | 1,27 CHF | 1,28 CHF | 104 000 | 104 000 | 47 776 | 47 776 | 53 392 CHF | 54 503 CHF | 98,89% | 98,89% |
07/11/2024 | 3,57% | 0,96 CHF | 0,97 CHF | 109 000 | 109 000 | 49 027 | 49 027 | 43 418 CHF | 44 564 CHF | 99,90% | 99,90% |