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% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 59 999 | 25 333 | 52 771 CHF | 22 981 CHF | 99,69% | 99,69% |
19/11/2024 | 2,78% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 25 334 | 53 995 CHF | 23 384 CHF | 99,66% | 99,66% |
18/11/2024 | 2,78% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 59 999 | 25 332 | 53 955 CHF | 23 320 CHF | 99,67% | 99,67% |
15/11/2024 | 2,63% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 65 810 | 29 339 | 55 870 CHF | 26 192 CHF | 56,35% | 56,35% |
14/11/2024 | 3,36% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 000 | 20 005 | 52 103 CHF | 15 402 CHF | 99,66% | 99,66% |
13/11/2024 | 3,20% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 69 998 | 25 788 | 54 485 CHF | 20 713 CHF | 96,80% | 96,80% |
12/11/2024 | 3,20% | 0,79 CHF | 0,80 CHF | 70 000 | 50 000 | 70 000 | 25 330 | 54 324 CHF | 20 234 CHF | 99,68% | 99,68% |
11/11/2024 | 3,39% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 69 999 | 20 290 | 51 419 CHF | 15 420 CHF | 96,93% | 96,93% |
08/11/2024 | 3,58% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 78 418 | 20 024 | 54 626 CHF | 14 477 CHF | 99,66% | 99,66% |
07/11/2024 | 3,55% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 79 999 | 20 021 | 56 159 CHF | 14 550 CHF | 99,69% | 99,69% |