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 | 2,43% | 0,45 CHF | 0,46 CHF | 65 000 | 65 000 | 35 756 | 35 756 | 15 151 CHF | 15 509 CHF | 99,90% | 99,90% |
19/11/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 65 000 | 65 000 | 35 864 | 35 864 | 14 027 CHF | 14 386 CHF | 98,91% | 98,91% |
18/11/2024 | 3,29% | 0,33 CHF | 0,34 CHF | 65 000 | 65 000 | 35 737 | 35 737 | 11 099 CHF | 11 457 CHF | 99,59% | 99,59% |
15/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 65 000 | 65 000 | 35 701 | 35 701 | 10 031 CHF | 10 389 CHF | 99,89% | 99,89% |
14/11/2024 | 4,27% | 0,29 CHF | 0,30 CHF | 65 000 | 65 000 | 36 260 | 36 260 | 9 018 CHF | 9 381 CHF | 98,84% | 98,84% |
13/11/2024 | 3,13% | 0,28 CHF | 0,29 CHF | 65 000 | 65 000 | 35 804 | 35 804 | 11 297 CHF | 11 655 CHF | 100,00% | 100,00% |
12/11/2024 | 3,16% | 0,32 CHF | 0,33 CHF | 65 000 | 65 000 | 33 379 | 33 379 | 10 706 CHF | 11 042 CHF | 100,00% | 100,00% |
11/11/2024 | 2,23% | 0,38 CHF | 0,39 CHF | 65 000 | 65 000 | 35 513 | 35 513 | 15 892 CHF | 16 251 CHF | 99,93% | 99,93% |
08/11/2024 | 3,64% | 0,53 CHF | 0,54 CHF | 65 000 | 65 000 | 24 620 | 24 620 | 12 958 CHF | 13 228 CHF | 100,00% | 100,00% |
07/11/2024 | 1,90% | 0,56 CHF | 0,57 CHF | 60 000 | 60 000 | 28 763 | 28 763 | 15 357 CHF | 15 646 CHF | 98,68% | 98,68% |