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 | 2,38% | 0,45 CHF | 0,46 CHF | 90 000 | 90 000 | 44 573 | 44 573 | 19 082 CHF | 19 530 CHF | 99,33% | 99,33% |
19/11/2024 | 2,76% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 46 630 | 46 630 | 17 319 CHF | 17 788 CHF | 100,00% | 100,00% |
18/11/2024 | 2,94% | 0,37 CHF | 0,38 CHF | 100 000 | 100 000 | 46 674 | 46 674 | 16 425 CHF | 16 893 CHF | 99,77% | 99,77% |
15/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 90 000 | 90 000 | 44 657 | 44 657 | 17 251 CHF | 17 699 CHF | 99,90% | 99,90% |
14/11/2024 | 2,39% | 0,38 CHF | 0,39 CHF | 90 000 | 90 000 | 44 600 | 44 600 | 18 429 CHF | 18 877 CHF | 98,31% | 98,31% |
13/11/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 90 000 | 90 000 | 44 565 | 44 565 | 19 100 CHF | 19 548 CHF | 100,00% | 100,00% |
12/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 90 000 | 90 000 | 44 582 | 44 582 | 19 667 CHF | 20 115 CHF | 99,88% | 99,88% |
11/11/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 90 000 | 90 000 | 44 600 | 44 600 | 20 841 CHF | 21 289 CHF | 99,90% | 99,90% |
08/11/2024 | 2,21% | 0,49 CHF | 0,50 CHF | 90 000 | 90 000 | 44 700 | 44 700 | 20 712 CHF | 21 161 CHF | 99,06% | 99,06% |
07/11/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 90 000 | 90 000 | 44 603 | 44 603 | 20 386 CHF | 20 833 CHF | 99,90% | 99,90% |