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 | 2,86% | 0,37 CHF | 0,38 CHF | 170 000 | 170 000 | 78 990 | 78 990 | 28 367 CHF | 29 160 CHF | 99,89% | 99,89% |
19/11/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 170 000 | 170 000 | 78 934 | 78 934 | 27 217 CHF | 28 010 CHF | 99,94% | 99,94% |
18/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 160 000 | 160 000 | 58 676 | 58 676 | 21 634 CHF | 22 224 CHF | 99,89% | 99,89% |
15/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 160 000 | 160 000 | 71 690 | 71 690 | 27 100 CHF | 27 824 CHF | 99,90% | 99,90% |
14/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 150 000 | 150 000 | 64 288 | 64 288 | 28 369 CHF | 29 014 CHF | 100,00% | 100,00% |
13/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 140 000 | 140 000 | 63 582 | 63 582 | 29 154 CHF | 29 793 CHF | 100,00% | 100,00% |
12/11/2024 | 1,87% | 0,49 CHF | 0,50 CHF | 130 000 | 130 000 | 58 813 | 58 813 | 31 905 CHF | 32 496 CHF | 99,94% | 99,94% |
11/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 120 000 | 120 000 | 52 628 | 52 628 | 30 524 CHF | 31 052 CHF | 99,89% | 99,89% |
08/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 51 212 | 51 212 | 30 059 CHF | 30 586 CHF | 99,20% | 99,20% |
07/11/2024 | 1,87% | 0,59 CHF | 0,60 CHF | 130 000 | 130 000 | 60 849 | 60 849 | 33 719 CHF | 34 330 CHF | 99,72% | 99,72% |