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 | 2,70% | 0,69 CHF | 0,70 CHF | 66 000 | 66 000 | 28 981 | 28 981 | 23 379 CHF | 23 902 CHF | 99,57% | 99,57% |
19/11/2024 | 3,33% | 0,87 CHF | 0,88 CHF | 64 000 | 64 000 | 28 830 | 28 830 | 21 763 CHF | 22 287 CHF | 99,22% | 99,22% |
18/11/2024 | 3,20% | 0,58 CHF | 0,59 CHF | 68 000 | 68 000 | 30 453 | 30 453 | 17 129 CHF | 17 593 CHF | 99,90% | 99,90% |
15/11/2024 | 3,70% | 0,48 CHF | 0,49 CHF | 68 000 | 68 000 | 27 873 | 27 873 | 14 622 CHF | 15 076 CHF | 91,62% | 91,62% |
14/11/2024 | 1,76% | 1,18 CHF | 1,20 CHF | 60 000 | 60 000 | 26 350 | 26 350 | 30 651 CHF | 31 166 CHF | 99,72% | 99,72% |
13/11/2024 | 1,75% | 1,07 CHF | 1,08 CHF | 60 000 | 60 000 | 28 224 | 28 224 | 26 540 CHF | 26 907 CHF | 99,93% | 99,93% |
12/11/2024 | 1,65% | 0,89 CHF | 0,90 CHF | 64 000 | 64 000 | 28 398 | 28 398 | 26 226 CHF | 26 595 CHF | 99,92% | 99,92% |
11/11/2024 | 1,70% | 0,96 CHF | 0,97 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 25 941 CHF | 26 297 CHF | 99,90% | 99,90% |
08/11/2024 | 1,42% | 1,18 CHF | 1,19 CHF | 60 000 | 60 000 | 27 962 | 27 962 | 31 174 CHF | 31 536 CHF | 97,41% | 97,41% |
07/11/2024 | 1,77% | 0,90 CHF | 0,91 CHF | 64 000 | 64 000 | 28 539 | 28 539 | 25 610 CHF | 25 980 CHF | 100,00% | 100,00% |