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 | 4,10% | 0,28 CHF | 0,29 CHF | 65 000 | 65 000 | 35 756 | 35 756 | 9 062 CHF | 9 420 CHF | 99,90% | 99,90% |
19/11/2024 | 4,60% | 0,23 CHF | 0,24 CHF | 65 000 | 65 000 | 35 864 | 35 864 | 7 950 CHF | 8 310 CHF | 98,91% | 98,91% |
18/11/2024 | 7,15% | 0,16 CHF | 0,17 CHF | 65 000 | 65 000 | 35 736 | 35 736 | 5 056 CHF | 5 415 CHF | 99,59% | 99,59% |
15/11/2024 | 8,23% | 0,11 CHF | 0,12 CHF | 65 000 | 65 000 | 35 701 | 35 701 | 4 178 CHF | 4 537 CHF | 99,89% | 99,89% |
14/11/2024 | 15,09% | 0,13 CHF | 0,14 CHF | 65 000 | 65 000 | 36 261 | 36 261 | 3 105 CHF | 3 468 CHF | 98,84% | 98,84% |
13/11/2024 | 6,54% | 0,12 CHF | 0,13 CHF | 65 000 | 65 000 | 35 805 | 35 805 | 5 258 CHF | 5 617 CHF | 100,00% | 100,00% |
12/11/2024 | 6,54% | 0,16 CHF | 0,17 CHF | 65 000 | 65 000 | 33 378 | 33 378 | 5 118 CHF | 5 454 CHF | 100,00% | 100,00% |
11/11/2024 | 3,55% | 0,21 CHF | 0,22 CHF | 65 000 | 65 000 | 35 513 | 35 513 | 9 893 CHF | 10 252 CHF | 99,93% | 99,93% |
08/11/2024 | 5,38% | 0,36 CHF | 0,37 CHF | 65 000 | 65 000 | 24 621 | 24 621 | 8 781 CHF | 9 051 CHF | 100,00% | 100,00% |
07/11/2024 | 2,77% | 0,39 CHF | 0,40 CHF | 60 000 | 60 000 | 28 763 | 28 763 | 10 536 CHF | 10 824 CHF | 98,68% | 98,68% |