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 | 2,96% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 46 738 | 46 738 | 15 968 CHF | 16 437 CHF | 99,90% | 99,90% |
19/11/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 110 000 | 110 000 | 51 222 | 51 222 | 16 058 CHF | 16 572 CHF | 100,00% | 100,00% |
18/11/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 33 555 | 33 555 | 10 372 CHF | 10 709 CHF | 99,89% | 99,89% |
15/11/2024 | 3,41% | 0,32 CHF | 0,33 CHF | 110 000 | 110 000 | 51 275 | 51 275 | 15 437 CHF | 15 952 CHF | 99,90% | 99,90% |
14/11/2024 | 3,77% | 0,28 CHF | 0,30 CHF | 110 000 | 110 000 | 51 276 | 51 276 | 13 836 CHF | 14 351 CHF | 100,00% | 100,00% |
13/11/2024 | 3,83% | 0,28 CHF | 0,29 CHF | 110 000 | 110 000 | 51 240 | 51 240 | 13 787 CHF | 14 302 CHF | 100,00% | 100,00% |
12/11/2024 | 3,42% | 0,27 CHF | 0,28 CHF | 110 000 | 110 000 | 51 267 | 51 267 | 14 825 CHF | 15 340 CHF | 99,90% | 99,90% |
11/11/2024 | 12,50% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 16 739 | 16 739 | 5 553 CHF | 6 134 CHF | 99,60% | 99,60% |
08/11/2024 | 3,71% | 0,32 CHF | 0,33 CHF | 110 000 | 110 000 | 51 294 | 51 294 | 14 449 CHF | 14 965 CHF | 100,00% | 100,00% |
07/11/2024 | 3,73% | 0,28 CHF | 0,28 CHF | 110 000 | 110 000 | 51 268 | 51 268 | 13 891 CHF | 14 405 CHF | 99,90% | 99,90% |