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 | 2,06% | 0,45 CHF | 0,46 CHF | 124 000 | 124 000 | 55 094 | 55 094 | 26 473 CHF | 27 025 CHF | 99,90% | 99,90% |
19/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 122 000 | 122 000 | 53 231 | 53 231 | 27 319 CHF | 27 853 CHF | 100,00% | 100,00% |
18/11/2024 | 2,51% | 0,52 CHF | 0,53 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 30 926 CHF | 31 620 CHF | 99,90% | 99,90% |
15/11/2024 | 2,47% | 0,61 CHF | 0,62 CHF | 118 000 | 118 000 | 46 957 | 46 957 | 29 094 CHF | 29 661 CHF | 99,45% | 99,45% |
14/11/2024 | 2,47% | 0,61 CHF | 0,62 CHF | 118 000 | 118 000 | 53 078 | 53 078 | 32 840 CHF | 33 529 CHF | 100,00% | 100,00% |
13/11/2024 | 2,46% | 0,62 CHF | 0,63 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 33 207 CHF | 33 897 CHF | 100,00% | 100,00% |
12/11/2024 | 2,50% | 0,62 CHF | 0,63 CHF | 118 000 | 118 000 | 53 087 | 53 087 | 32 896 CHF | 33 586 CHF | 99,85% | 99,85% |
11/11/2024 | 2,55% | 0,62 CHF | 0,63 CHF | 118 000 | 118 000 | 53 073 | 53 073 | 32 528 CHF | 33 218 CHF | 99,55% | 99,55% |
08/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 120 000 | 120 000 | 54 194 | 54 194 | 31 721 CHF | 32 264 CHF | 99,46% | 99,46% |
07/11/2024 | 1,91% | 0,59 CHF | 0,60 CHF | 120 000 | 120 000 | 52 349 | 52 349 | 30 954 CHF | 31 504 CHF | 99,90% | 99,90% |