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 | 4,34% | 0,95 CHF | 0,96 CHF | 60 000 | 25 000 | 60 000 | 12 934 | 52 851 CHF | 11 903 CHF | 99,64% | 99,64% |
19/11/2024 | 4,19% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 12 934 | 54 696 CHF | 12 325 CHF | 99,61% | 99,61% |
18/11/2024 | 4,20% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 59 925 | 12 933 | 54 638 CHF | 12 302 CHF | 99,65% | 99,65% |
15/11/2024 | 4,25% | 0,92 CHF | 0,94 CHF | 60 000 | 20 000 | 60 000 | 11 868 | 53 316 CHF | 11 009 CHF | 99,58% | 99,58% |
14/11/2024 | 6,03% | 0,73 CHF | 0,74 CHF | 70 000 | 20 000 | 87 200 | 11 866 | 54 558 CHF | 7 975 CHF | 99,65% | 99,65% |
13/11/2024 | 5,62% | 0,53 CHF | 0,55 CHF | 100 000 | 20 000 | 83 156 | 11 960 | 52 833 CHF | 7 862 CHF | 97,53% | 97,53% |
12/11/2024 | 6,31% | 0,72 CHF | 0,74 CHF | 70 000 | 20 000 | 87 975 | 11 866 | 52 484 CHF | 7 647 CHF | 99,67% | 99,67% |
11/11/2024 | 7,22% | 0,61 CHF | 0,63 CHF | 90 000 | 20 000 | 103 163 | 11 883 | 52 632 CHF | 6 615 CHF | 98,73% | 98,73% |
08/11/2024 | 4,54% | 0,62 CHF | 0,63 CHF | 90 000 | 20 000 | 69 957 | 11 882 | 54 913 CHF | 9 544 CHF | 99,66% | 99,66% |
07/11/2024 | 5,12% | 0,83 CHF | 0,84 CHF | 70 000 | 20 000 | 77 468 | 11 882 | 56 030 CHF | 9 218 CHF | 99,63% | 99,63% |