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 | 3,23% | 0,28 CHF | 0,29 CHF | 124 000 | 124 000 | 55 092 | 55 092 | 16 615 CHF | 17 167 CHF | 99,90% | 99,90% |
19/11/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 122 000 | 122 000 | 53 232 | 53 232 | 17 820 CHF | 18 353 CHF | 100,00% | 100,00% |
18/11/2024 | 3,54% | 0,34 CHF | 0,35 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 21 356 CHF | 22 050 CHF | 99,90% | 99,90% |
15/11/2024 | 3,46% | 0,43 CHF | 0,44 CHF | 118 000 | 118 000 | 46 957 | 46 957 | 20 685 CHF | 21 252 CHF | 99,45% | 99,45% |
14/11/2024 | 3,45% | 0,44 CHF | 0,45 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 23 341 CHF | 24 030 CHF | 100,00% | 100,00% |
13/11/2024 | 3,41% | 0,44 CHF | 0,45 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 23 789 CHF | 24 479 CHF | 100,00% | 100,00% |
12/11/2024 | 3,51% | 0,44 CHF | 0,45 CHF | 118 000 | 118 000 | 53 099 | 53 099 | 23 432 CHF | 24 122 CHF | 99,85% | 99,85% |
11/11/2024 | 3,59% | 0,44 CHF | 0,45 CHF | 118 000 | 118 000 | 53 070 | 53 070 | 23 145 CHF | 23 835 CHF | 99,57% | 99,57% |
08/11/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 54 259 | 54 259 | 22 276 CHF | 22 820 CHF | 99,18% | 99,18% |
07/11/2024 | 2,72% | 0,42 CHF | 0,43 CHF | 120 000 | 120 000 | 52 350 | 52 350 | 21 766 CHF | 22 316 CHF | 99,90% | 99,90% |