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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 10 622 CHF | 10 820 CHF | 99,98% | 99,98% |
20/11/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 15 609 CHF | 15 808 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 18 737 CHF | 18 936 CHF | 98,77% | 98,77% |
18/11/2024 | 1,30% | 0,83 CHF | 0,84 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 15 297 CHF | 15 496 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 15 064 CHF | 15 264 CHF | 71,62% | 71,62% |
14/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 15 068 CHF | 15 266 CHF | 100,00% | 100,00% |
13/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 15 738 CHF | 15 936 CHF | 99,27% | 99,27% |
12/11/2024 | 1,41% | 0,76 CHF | 0,77 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 14 154 CHF | 14 352 CHF | 100,00% | 100,00% |
11/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 20 000 | 20 000 | 19 679 | 19 679 | 11 783 CHF | 11 980 CHF | 100,00% | 100,00% |
08/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 12 422 CHF | 12 621 CHF | 100,00% | 100,00% |