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 | 3,50% | 0,28 CHF | 0,29 CHF | 60 000 | 60 000 | 30 538 | 30 538 | 8 772 CHF | 9 078 CHF | 99,90% | 99,90% |
19/11/2024 | 3,93% | 0,27 CHF | 0,28 CHF | 60 000 | 60 000 | 30 508 | 30 508 | 7 866 CHF | 8 172 CHF | 100,00% | 100,00% |
18/11/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 60 000 | 60 000 | 21 032 | 21 032 | 5 308 CHF | 5 520 CHF | 99,90% | 99,90% |
15/11/2024 | 4,18% | 0,26 CHF | 0,27 CHF | 60 000 | 60 000 | 30 539 | 30 539 | 7 468 CHF | 7 775 CHF | 99,90% | 99,90% |
14/11/2024 | 4,66% | 0,23 CHF | 0,24 CHF | 60 000 | 60 000 | 30 558 | 30 558 | 6 618 CHF | 6 925 CHF | 100,00% | 100,00% |
13/11/2024 | 4,79% | 0,23 CHF | 0,24 CHF | 60 000 | 60 000 | 30 523 | 30 523 | 6 550 CHF | 6 857 CHF | 100,00% | 100,00% |
12/11/2024 | 4,15% | 0,22 CHF | 0,23 CHF | 70 000 | 70 000 | 31 551 | 31 551 | 7 475 CHF | 7 792 CHF | 99,90% | 99,90% |
11/11/2024 | 14,81% | 0,27 CHF | 0,28 CHF | 60 000 | 60 000 | 10 803 | 10 803 | 2 980 CHF | 3 360 CHF | 99,57% | 99,57% |
08/11/2024 | 4,63% | 0,26 CHF | 0,27 CHF | 60 000 | 60 000 | 30 580 | 30 580 | 6 857 CHF | 7 164 CHF | 100,00% | 100,00% |
07/11/2024 | 4,65% | 0,22 CHF | 0,23 CHF | 70 000 | 70 000 | 32 668 | 32 668 | 7 058 CHF | 7 386 CHF | 99,90% | 99,90% |