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 | 2,19% | 0,47 CHF | 0,48 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 31 665 CHF | 32 365 CHF | 99,48% | 99,48% |
19/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 70 000 | 70 000 | 70 658 | 70 658 | 33 455 CHF | 34 162 CHF | 100,00% | 100,00% |
18/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 31 137 CHF | 31 837 CHF | 99,90% | 99,90% |
15/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 32 247 CHF | 32 947 CHF | 100,00% | 100,00% |
14/11/2024 | 1,95% | 0,48 CHF | 0,49 CHF | 70 000 | 70 000 | 73 270 | 73 270 | 37 319 CHF | 38 052 CHF | 98,67% | 98,67% |
13/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 72 830 | 72 830 | 37 133 CHF | 37 861 CHF | 100,00% | 100,00% |
12/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 31 925 CHF | 32 625 CHF | 99,88% | 99,88% |
11/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 243 CHF | 30 943 CHF | 100,00% | 100,00% |
08/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 32 239 CHF | 32 939 CHF | 99,04% | 99,04% |
07/11/2024 | 2,34% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 29 636 CHF | 30 336 CHF | 100,00% | 100,00% |