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 | 2,46% | 0,58 CHF | 0,59 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 24 910 CHF | 25 442 CHF | 99,90% | 99,90% |
19/11/2024 | 2,24% | 0,68 CHF | 0,69 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 26 155 CHF | 26 660 CHF | 100,00% | 100,00% |
18/11/2024 | 2,44% | 0,67 CHF | 0,68 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 26 085 CHF | 26 618 CHF | 99,90% | 99,90% |
15/11/2024 | 2,40% | 0,66 CHF | 0,67 CHF | 90 000 | 90 000 | 36 799 | 36 799 | 24 392 CHF | 24 843 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 0,66 CHF | 0,67 CHF | 90 000 | 90 000 | 40 408 | 40 408 | 26 966 CHF | 27 492 CHF | 100,00% | 100,00% |
13/11/2024 | 2,64% | 0,62 CHF | 0,63 CHF | 92 000 | 92 000 | 41 453 | 41 453 | 24 417 CHF | 24 953 CHF | 98,61% | 99,78% |
12/11/2024 | 2,27% | 0,61 CHF | 0,62 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 27 249 CHF | 27 777 CHF | 100,00% | 100,00% |
11/11/2024 | 5,61% | 0,71 CHF | 0,72 CHF | 90 000 | 90 000 | 22 702 | 22 702 | 14 592 CHF | 15 263 CHF | 99,56% | 99,56% |
08/11/2024 | 3,06% | 0,56 CHF | 0,57 CHF | 94 000 | 94 000 | 42 856 | 42 856 | 22 282 CHF | 22 836 CHF | 98,48% | 98,48% |
07/11/2024 | 2,98% | 0,52 CHF | 0,53 CHF | 96 000 | 96 000 | 42 792 | 42 792 | 21 991 CHF | 22 546 CHF | 100,00% | 100,00% |