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 | 2,42% | 0,38 CHF | 0,39 CHF | 124 000 | 124 000 | 55 092 | 55 092 | 22 380 CHF | 22 932 CHF | 99,90% | 99,90% |
19/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 122 000 | 122 000 | 53 231 | 53 231 | 23 424 CHF | 23 958 CHF | 100,00% | 100,00% |
18/11/2024 | 2,85% | 0,44 CHF | 0,45 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 26 981 CHF | 27 675 CHF | 99,90% | 99,90% |
15/11/2024 | 2,80% | 0,54 CHF | 0,55 CHF | 118 000 | 118 000 | 46 957 | 46 957 | 25 638 CHF | 26 205 CHF | 99,45% | 99,45% |
14/11/2024 | 2,79% | 0,54 CHF | 0,55 CHF | 118 000 | 118 000 | 53 078 | 53 078 | 28 930 CHF | 29 620 CHF | 100,00% | 100,00% |
13/11/2024 | 2,77% | 0,55 CHF | 0,56 CHF | 118 000 | 118 000 | 53 083 | 53 083 | 29 379 CHF | 30 069 CHF | 100,00% | 100,00% |
12/11/2024 | 2,84% | 0,55 CHF | 0,56 CHF | 118 000 | 118 000 | 53 100 | 53 100 | 28 970 CHF | 29 660 CHF | 99,85% | 99,85% |
11/11/2024 | 2,89% | 0,55 CHF | 0,56 CHF | 118 000 | 118 000 | 53 071 | 53 071 | 28 664 CHF | 29 354 CHF | 99,61% | 99,61% |
08/11/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 120 000 | 120 000 | 54 069 | 54 069 | 27 720 CHF | 28 262 CHF | 100,00% | 100,00% |
07/11/2024 | 2,18% | 0,52 CHF | 0,53 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 27 171 CHF | 27 721 CHF | 99,90% | 99,90% |