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 | 1,93% | 0,55 CHF | 0,56 CHF | 90 000 | 90 000 | 44 628 | 44 628 | 23 630 CHF | 24 078 CHF | 99,32% | 99,32% |
19/11/2024 | 2,18% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 46 630 | 46 630 | 22 008 CHF | 22 477 CHF | 100,00% | 100,00% |
18/11/2024 | 2,29% | 0,47 CHF | 0,48 CHF | 100 000 | 100 000 | 46 757 | 46 757 | 21 109 CHF | 21 578 CHF | 99,77% | 99,77% |
15/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 100 000 | 100 000 | 46 744 | 46 744 | 22 702 CHF | 23 171 CHF | 99,90% | 99,90% |
14/11/2024 | 1,95% | 0,48 CHF | 0,49 CHF | 100 000 | 100 000 | 46 753 | 46 753 | 23 891 CHF | 24 360 CHF | 98,49% | 98,49% |
13/11/2024 | 1,94% | 0,54 CHF | 0,55 CHF | 90 000 | 90 000 | 44 565 | 44 565 | 23 490 CHF | 23 937 CHF | 100,00% | 100,00% |
12/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 90 000 | 90 000 | 44 582 | 44 582 | 24 009 CHF | 24 457 CHF | 99,87% | 99,87% |
11/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 90 000 | 90 000 | 44 600 | 44 600 | 25 173 CHF | 25 621 CHF | 99,90% | 99,90% |
08/11/2024 | 1,83% | 0,58 CHF | 0,59 CHF | 90 000 | 90 000 | 44 699 | 44 699 | 25 022 CHF | 25 471 CHF | 99,06% | 99,06% |
07/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 90 000 | 90 000 | 44 602 | 44 602 | 24 703 CHF | 25 151 CHF | 99,90% | 99,90% |