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 | 2,27% | 0,85 CHF | 0,86 CHF | 66 000 | 66 000 | 28 981 | 28 981 | 28 134 CHF | 28 656 CHF | 99,57% | 99,57% |
19/11/2024 | 2,71% | 1,03 CHF | 1,04 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 26 493 CHF | 27 017 CHF | 99,21% | 99,21% |
18/11/2024 | 2,47% | 0,75 CHF | 0,76 CHF | 68 000 | 68 000 | 30 453 | 30 453 | 22 168 CHF | 22 631 CHF | 99,90% | 99,90% |
15/11/2024 | 2,91% | 0,65 CHF | 0,66 CHF | 68 000 | 68 000 | 27 872 | 27 872 | 19 235 CHF | 19 688 CHF | 91,62% | 91,62% |
14/11/2024 | 1,53% | 1,34 CHF | 1,36 CHF | 60 000 | 60 000 | 26 349 | 26 349 | 35 014 CHF | 35 530 CHF | 99,72% | 99,72% |
13/11/2024 | 1,48% | 1,24 CHF | 1,25 CHF | 60 000 | 60 000 | 28 223 | 28 223 | 31 162 CHF | 31 529 CHF | 99,93% | 99,93% |
12/11/2024 | 1,41% | 1,06 CHF | 1,07 CHF | 64 000 | 64 000 | 28 399 | 28 399 | 30 837 CHF | 31 206 CHF | 99,93% | 99,93% |
11/11/2024 | 1,47% | 1,12 CHF | 1,13 CHF | 62 000 | 62 000 | 25 771 | 25 771 | 30 167 CHF | 30 524 CHF | 99,90% | 99,90% |
08/11/2024 | 1,24% | 1,34 CHF | 1,35 CHF | 60 000 | 60 000 | 27 962 | 27 962 | 35 695 CHF | 36 057 CHF | 97,41% | 97,41% |
07/11/2024 | 1,50% | 1,06 CHF | 1,07 CHF | 64 000 | 64 000 | 28 569 | 28 569 | 30 249 CHF | 30 620 CHF | 100,00% | 100,00% |