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 | 3,28% | 0,38 CHF | 0,39 CHF | 60 000 | 60 000 | 30 539 | 30 539 | 11 812 CHF | 12 171 CHF | 99,89% | 99,89% |
19/11/2024 | 3,63% | 0,36 CHF | 0,37 CHF | 60 000 | 60 000 | 30 507 | 30 507 | 10 699 CHF | 11 058 CHF | 100,00% | 100,00% |
18/11/2024 | 3,64% | 0,35 CHF | 0,36 CHF | 60 000 | 60 000 | 21 032 | 21 032 | 7 247 CHF | 7 496 CHF | 99,89% | 99,89% |
15/11/2024 | 3,08% | 0,35 CHF | 0,36 CHF | 60 000 | 60 000 | 30 539 | 30 539 | 10 197 CHF | 10 504 CHF | 99,90% | 99,90% |
14/11/2024 | 3,43% | 0,32 CHF | 0,33 CHF | 60 000 | 60 000 | 30 560 | 30 560 | 9 063 CHF | 9 370 CHF | 100,00% | 100,00% |
13/11/2024 | 3,51% | 0,31 CHF | 0,32 CHF | 60 000 | 60 000 | 30 523 | 30 523 | 8 994 CHF | 9 300 CHF | 100,00% | 100,00% |
12/11/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 31 551 | 31 551 | 10 156 CHF | 10 499 CHF | 99,90% | 99,90% |
11/11/2024 | 11,81% | 0,37 CHF | 0,38 CHF | 60 000 | 60 000 | 10 803 | 10 803 | 4 030 CHF | 4 430 CHF | 99,55% | 99,55% |
08/11/2024 | 3,40% | 0,35 CHF | 0,36 CHF | 60 000 | 60 000 | 30 579 | 30 579 | 9 396 CHF | 9 703 CHF | 100,00% | 100,00% |
07/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 32 668 | 32 668 | 9 689 CHF | 10 018 CHF | 99,89% | 99,89% |