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 | 2,96% | 0,50 CHF | 0,51 CHF | 60 000 | 60 000 | 30 537 | 30 537 | 15 787 CHF | 16 199 CHF | 99,90% | 99,90% |
19/11/2024 | 2,72% | 0,48 CHF | 0,49 CHF | 60 000 | 60 000 | 30 508 | 30 508 | 14 346 CHF | 14 706 CHF | 100,00% | 100,00% |
18/11/2024 | 2,72% | 0,46 CHF | 0,47 CHF | 60 000 | 60 000 | 21 031 | 21 031 | 9 750 CHF | 9 999 CHF | 99,90% | 99,90% |
15/11/2024 | 2,88% | 0,47 CHF | 0,48 CHF | 60 000 | 60 000 | 30 525 | 30 525 | 13 748 CHF | 14 107 CHF | 99,90% | 99,90% |
14/11/2024 | 3,18% | 0,43 CHF | 0,44 CHF | 60 000 | 60 000 | 30 557 | 30 557 | 12 307 CHF | 12 666 CHF | 100,00% | 100,00% |
13/11/2024 | 3,25% | 0,42 CHF | 0,43 CHF | 60 000 | 60 000 | 30 523 | 30 523 | 12 233 CHF | 12 592 CHF | 100,00% | 100,00% |
12/11/2024 | 2,88% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 31 397 | 31 397 | 13 605 CHF | 13 975 CHF | 99,90% | 99,90% |
11/11/2024 | 9,41% | 0,49 CHF | 0,50 CHF | 60 000 | 60 000 | 10 803 | 10 803 | 5 404 CHF | 5 823 CHF | 99,56% | 99,56% |
08/11/2024 | 3,16% | 0,47 CHF | 0,48 CHF | 60 000 | 60 000 | 30 604 | 30 604 | 12 763 CHF | 13 123 CHF | 100,00% | 100,00% |
07/11/2024 | 3,16% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 32 668 | 32 668 | 13 177 CHF | 13 558 CHF | 99,90% | 99,90% |