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 | 2,79% | 0,35 CHF | 0,36 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 19 065 CHF | 19 601 CHF | 99,44% | 99,44% |
19/11/2024 | 3,17% | 0,28 CHF | 0,29 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 17 132 CHF | 17 665 CHF | 99,47% | 99,47% |
18/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 25 699 CHF | 26 247 CHF | 100,00% | 100,00% |
15/11/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 27 847 CHF | 28 397 CHF | 99,44% | 99,44% |
14/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 34 083 CHF | 34 643 CHF | 100,00% | 100,00% |
13/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 35 343 CHF | 35 908 CHF | 100,00% | 100,00% |
12/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 56 000 | 56 000 | 61 828 | 61 828 | 33 538 CHF | 34 156 CHF | 99,85% | 99,85% |
11/11/2024 | 1,54% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 48 609 CHF | 49 364 CHF | 99,72% | 99,72% |
08/11/2024 | 1,17% | 0,81 CHF | 0,82 CHF | 78 000 | 78 000 | 78 495 | 78 495 | 66 715 CHF | 67 500 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 0,85 CHF | 0,86 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 82 718 CHF | 83 529 CHF | 98,92% | 98,92% |