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 | 1,60% | 0,66 CHF | 0,67 CHF | 80 000 | 60 000 | 87 291 | 36 516 | 54 053 CHF | 23 201 CHF | 99,62% | 99,62% |
19/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 90 000 | 60 000 | 90 141 | 36 516 | 53 362 CHF | 22 056 CHF | 99,65% | 99,65% |
18/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 60 000 | 101 413 | 36 590 | 51 827 CHF | 19 145 CHF | 98,52% | 98,52% |
15/11/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 110 000 | 60 000 | 107 466 | 36 516 | 52 463 CHF | 18 110 CHF | 99,64% | 99,64% |
14/11/2024 | 2,24% | 0,50 CHF | 0,51 CHF | 100 000 | 60 000 | 117 992 | 36 516 | 51 995 CHF | 16 865 CHF | 99,64% | 99,64% |
13/11/2024 | 1,89% | 0,48 CHF | 0,49 CHF | 110 000 | 60 000 | 101 611 | 36 753 | 53 353 CHF | 19 487 CHF | 96,15% | 96,15% |
12/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 100 000 | 60 000 | 99 981 | 36 523 | 52 230 CHF | 19 453 CHF | 99,52% | 99,52% |
11/11/2024 | 1,49% | 0,58 CHF | 0,59 CHF | 90 000 | 60 000 | 82 485 | 36 596 | 54 996 CHF | 24 340 CHF | 98,43% | 98,43% |
08/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 70 000 | 60 000 | 73 789 | 36 518 | 52 890 CHF | 26 631 CHF | 99,62% | 99,62% |
07/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 70 000 | 60 000 | 71 512 | 39 802 | 53 694 CHF | 30 052 CHF | 57,45% | 57,45% |