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 | 2,67% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 51 100 | 51 100 | 19 447 CHF | 19 962 CHF | 99,90% | 99,90% |
19/11/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 110 000 | 110 000 | 51 221 | 51 221 | 18 031 CHF | 18 545 CHF | 100,00% | 100,00% |
18/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 110 000 | 110 000 | 35 849 | 35 849 | 12 391 CHF | 12 753 CHF | 99,90% | 99,90% |
15/11/2024 | 3,03% | 0,35 CHF | 0,36 CHF | 120 000 | 120 000 | 53 397 | 53 397 | 18 126 CHF | 18 662 CHF | 99,90% | 99,90% |
14/11/2024 | 3,29% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 53 013 | 53 013 | 16 500 CHF | 17 037 CHF | 100,00% | 100,00% |
13/11/2024 | 3,31% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 53 347 | 53 347 | 16 593 CHF | 17 128 CHF | 100,00% | 100,00% |
12/11/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 51 448 | 51 448 | 17 010 CHF | 17 535 CHF | 99,90% | 99,90% |
11/11/2024 | 11,26% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 18 188 | 18 188 | 6 775 CHF | 7 413 CHF | 99,88% | 99,88% |
08/11/2024 | 3,22% | 0,36 CHF | 0,37 CHF | 120 000 | 120 000 | 53 352 | 53 352 | 17 362 CHF | 17 898 CHF | 100,00% | 100,00% |
07/11/2024 | 3,27% | 0,32 CHF | 0,33 CHF | 120 000 | 120 000 | 53 400 | 53 400 | 16 601 CHF | 17 137 CHF | 99,90% | 99,90% |