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 | 3,04% | 0,95 CHF | 0,97 CHF | 50 000 | 50 000 | 26 397 | 26 397 | 23 206 CHF | 23 822 CHF | 99,61% | 99,61% |
19/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
18/11/2024 | 3,07% | 0,89 CHF | 0,91 CHF | 50 000 | 50 000 | 26 395 | 26 395 | 24 305 CHF | 24 980 CHF | 99,62% | 99,62% |
15/11/2024 | 3,00% | 0,91 CHF | 0,93 CHF | 25 000 | 25 000 | 20 317 | 20 317 | 19 746 CHF | 20 323 CHF | 96,64% | 96,64% |
14/11/2024 | 3,08% | 0,91 CHF | 0,93 CHF | 50 000 | 50 000 | 26 395 | 26 395 | 24 123 CHF | 24 797 CHF | 99,60% | 99,60% |
13/11/2024 | 3,00% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 26 537 | 26 537 | 24 750 CHF | 25 404 CHF | 97,44% | 97,44% |
12/11/2024 | 2,98% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 26 395 | 26 395 | 24 282 CHF | 24 932 CHF | 99,61% | 99,61% |
11/11/2024 | 3,27% | 0,89 CHF | 0,91 CHF | 25 000 | 25 000 | 20 009 | 20 009 | 18 616 CHF | 19 208 CHF | 99,61% | 99,61% |
08/11/2024 | 3,19% | 0,95 CHF | 0,97 CHF | 25 000 | 25 000 | 20 029 | 20 029 | 20 531 CHF | 21 165 CHF | 99,62% | 99,62% |
07/11/2024 | 3,09% | 1,10 CHF | 1,12 CHF | 25 000 | 25 000 | 20 024 | 20 024 | 20 361 CHF | 20 957 CHF | 99,61% | 99,61% |