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 | 1,96% | 0,55 CHF | 0,56 CHF | 65 000 | 65 000 | 35 755 | 35 755 | 18 750 CHF | 19 109 CHF | 99,90% | 99,90% |
19/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 65 000 | 65 000 | 35 867 | 35 867 | 17 690 CHF | 18 050 CHF | 98,91% | 98,91% |
18/11/2024 | 2,48% | 0,43 CHF | 0,44 CHF | 65 000 | 65 000 | 35 735 | 35 735 | 14 706 CHF | 15 065 CHF | 99,58% | 99,58% |
15/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 65 000 | 65 000 | 35 700 | 35 700 | 13 635 CHF | 13 993 CHF | 99,89% | 99,89% |
14/11/2024 | 2,99% | 0,40 CHF | 0,41 CHF | 65 000 | 65 000 | 36 261 | 36 261 | 12 698 CHF | 13 062 CHF | 98,84% | 98,84% |
13/11/2024 | 2,39% | 0,38 CHF | 0,39 CHF | 65 000 | 65 000 | 35 804 | 35 804 | 14 890 CHF | 15 248 CHF | 100,00% | 100,00% |
12/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 65 000 | 65 000 | 33 383 | 33 383 | 14 056 CHF | 14 391 CHF | 100,00% | 100,00% |
11/11/2024 | 1,83% | 0,48 CHF | 0,49 CHF | 65 000 | 65 000 | 35 512 | 35 512 | 19 519 CHF | 19 877 CHF | 99,93% | 99,93% |
08/11/2024 | 3,06% | 0,63 CHF | 0,64 CHF | 65 000 | 65 000 | 24 620 | 24 620 | 15 403 CHF | 15 673 CHF | 100,00% | 100,00% |
07/11/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 60 000 | 60 000 | 28 763 | 28 763 | 18 221 CHF | 18 509 CHF | 98,68% | 98,68% |