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 | 1,89% | 0,51 CHF | 0,52 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 746 CHF | 37 446 CHF | 99,43% | 99,43% |
19/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 35 676 CHF | 36 382 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 709 CHF | 38 409 CHF | 99,88% | 99,88% |
15/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 36 729 CHF | 37 429 CHF | 100,00% | 100,00% |
14/11/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 70 000 | 70 000 | 73 269 | 73 269 | 34 850 CHF | 35 583 CHF | 98,58% | 98,58% |
13/11/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 34 595 CHF | 35 324 CHF | 100,00% | 100,00% |
12/11/2024 | 1,87% | 0,50 CHF | 0,51 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 038 CHF | 37 738 CHF | 99,89% | 99,89% |
11/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 38 896 CHF | 39 596 CHF | 100,00% | 100,00% |
08/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 37 109 CHF | 37 809 CHF | 99,05% | 99,05% |
07/11/2024 | 1,73% | 0,54 CHF | 0,55 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 40 021 CHF | 40 721 CHF | 100,00% | 100,00% |