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 | 1,77% | 0,56 CHF | 0,57 CHF | 90 000 | 90 000 | 44 606 | 44 606 | 25 610 CHF | 26 058 CHF | 99,90% | 99,90% |
19/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 90 000 | 90 000 | 44 562 | 44 562 | 23 994 CHF | 24 441 CHF | 100,00% | 100,00% |
18/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 90 000 | 90 000 | 31 423 | 31 423 | 16 770 CHF | 17 086 CHF | 99,89% | 99,89% |
15/11/2024 | 1,96% | 0,54 CHF | 0,55 CHF | 90 000 | 90 000 | 44 607 | 44 607 | 23 402 CHF | 23 850 CHF | 99,90% | 99,90% |
14/11/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 90 000 | 90 000 | 44 615 | 44 615 | 21 919 CHF | 22 367 CHF | 100,00% | 100,00% |
13/11/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 90 000 | 90 000 | 44 577 | 44 577 | 21 848 CHF | 22 296 CHF | 100,00% | 100,00% |
12/11/2024 | 1,94% | 0,49 CHF | 0,50 CHF | 90 000 | 90 000 | 44 602 | 44 602 | 23 091 CHF | 23 539 CHF | 99,90% | 99,90% |
11/11/2024 | 7,61% | 0,56 CHF | 0,57 CHF | 90 000 | 90 000 | 15 159 | 15 159 | 8 568 CHF | 9 088 CHF | 99,88% | 99,88% |
08/11/2024 | 2,06% | 0,55 CHF | 0,56 CHF | 90 000 | 90 000 | 44 632 | 44 632 | 22 592 CHF | 23 041 CHF | 100,00% | 100,00% |
07/11/2024 | 2,09% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 46 737 | 46 737 | 22 879 CHF | 23 348 CHF | 99,90% | 99,90% |