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 | 5,75% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 80 174 | 12 932 | 52 611 CHF | 8 904 CHF | 99,66% | 99,66% |
19/11/2024 | 5,95% | 0,62 CHF | 0,64 CHF | 90 000 | 25 000 | 83 977 | 12 933 | 52 308 CHF | 8 446 CHF | 99,64% | 99,64% |
18/11/2024 | 6,06% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 83 246 | 12 931 | 52 465 CHF | 8 576 CHF | 99,68% | 99,68% |
15/11/2024 | 5,70% | 0,65 CHF | 0,66 CHF | 80 000 | 20 000 | 80 000 | 11 867 | 52 956 CHF | 8 256 CHF | 99,60% | 99,60% |
14/11/2024 | 3,92% | 0,85 CHF | 0,87 CHF | 60 000 | 20 000 | 60 000 | 11 865 | 55 897 CHF | 11 364 CHF | 99,67% | 99,67% |
13/11/2024 | 4,13% | 1,04 CHF | 1,06 CHF | 50 000 | 20 000 | 58 467 | 11 992 | 53 066 CHF | 11 552 CHF | 96,85% | 96,85% |
12/11/2024 | 3,89% | 0,85 CHF | 0,87 CHF | 60 000 | 20 000 | 59 903 | 11 865 | 57 006 CHF | 11 602 CHF | 99,69% | 99,69% |
11/11/2024 | 3,63% | 0,96 CHF | 0,97 CHF | 60 000 | 20 000 | 51 353 | 11 882 | 53 135 CHF | 12 640 CHF | 98,77% | 98,77% |
08/11/2024 | 5,02% | 0,94 CHF | 0,96 CHF | 60 000 | 20 000 | 72 696 | 11 881 | 53 753 CHF | 9 539 CHF | 99,68% | 99,68% |
07/11/2024 | 4,54% | 0,73 CHF | 0,75 CHF | 70 000 | 20 000 | 64 483 | 11 881 | 52 477 CHF | 9 945 CHF | 99,66% | 99,66% |