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 | 3,40% | 0,51 CHF | 0,52 CHF | 66 000 | 66 000 | 28 979 | 28 979 | 18 260 CHF | 18 783 CHF | 99,57% | 99,57% |
19/11/2024 | 4,41% | 0,69 CHF | 0,70 CHF | 64 000 | 64 000 | 28 828 | 28 828 | 16 701 CHF | 17 225 CHF | 99,24% | 99,24% |
18/11/2024 | 4,64% | 0,41 CHF | 0,42 CHF | 68 000 | 68 000 | 30 451 | 30 451 | 11 759 CHF | 12 223 CHF | 99,90% | 99,90% |
15/11/2024 | 5,23% | 0,31 CHF | 0,32 CHF | 68 000 | 68 000 | 27 872 | 27 872 | 9 721 CHF | 10 175 CHF | 91,62% | 91,62% |
14/11/2024 | 2,08% | 1,00 CHF | 1,02 CHF | 60 000 | 60 000 | 26 350 | 26 350 | 26 017 CHF | 26 533 CHF | 99,72% | 99,72% |
13/11/2024 | 2,19% | 0,90 CHF | 0,91 CHF | 60 000 | 60 000 | 28 222 | 28 222 | 21 576 CHF | 21 943 CHF | 99,93% | 99,93% |
12/11/2024 | 2,03% | 0,72 CHF | 0,73 CHF | 64 000 | 64 000 | 28 404 | 28 404 | 21 241 CHF | 21 610 CHF | 99,93% | 99,93% |
11/11/2024 | 2,05% | 0,78 CHF | 0,79 CHF | 62 000 | 62 000 | 25 770 | 25 770 | 21 458 CHF | 21 815 CHF | 99,90% | 99,90% |
08/11/2024 | 1,70% | 1,01 CHF | 1,02 CHF | 60 000 | 60 000 | 27 957 | 27 957 | 26 320 CHF | 26 682 CHF | 97,45% | 97,45% |
07/11/2024 | 2,21% | 0,73 CHF | 0,74 CHF | 64 000 | 64 000 | 28 569 | 28 569 | 20 683 CHF | 21 053 CHF | 100,00% | 100,00% |