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 | 4,87% | 0,72 CHF | 0,74 CHF | 70 000 | 25 000 | 70 027 | 12 934 | 53 400 CHF | 10 268 CHF | 99,64% | 99,64% |
19/11/2024 | 5,15% | 0,73 CHF | 0,74 CHF | 70 000 | 25 000 | 71 771 | 12 934 | 52 276 CHF | 9 813 CHF | 99,61% | 99,61% |
18/11/2024 | 5,03% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 70 625 | 12 933 | 52 020 CHF | 9 931 CHF | 99,65% | 99,65% |
15/11/2024 | 4,75% | 0,76 CHF | 0,77 CHF | 70 000 | 20 000 | 70 000 | 11 869 | 53 755 CHF | 9 500 CHF | 99,55% | 99,55% |
14/11/2024 | 3,73% | 0,96 CHF | 0,97 CHF | 60 000 | 20 000 | 50 775 | 11 866 | 52 575 CHF | 12 632 CHF | 99,64% | 99,64% |
13/11/2024 | 3,68% | 1,15 CHF | 1,16 CHF | 50 000 | 20 000 | 56 693 | 12 052 | 57 414 CHF | 12 881 CHF | 95,56% | 95,56% |
12/11/2024 | 3,56% | 0,96 CHF | 0,97 CHF | 60 000 | 20 000 | 50 879 | 11 867 | 53 655 CHF | 12 849 CHF | 99,64% | 99,64% |
11/11/2024 | 3,23% | 1,07 CHF | 1,08 CHF | 50 000 | 20 000 | 50 000 | 11 883 | 57 027 CHF | 13 876 CHF | 98,74% | 98,74% |
08/11/2024 | 4,73% | 1,05 CHF | 1,06 CHF | 50 000 | 20 000 | 66 671 | 11 882 | 56 132 CHF | 10 791 CHF | 99,66% | 99,66% |
07/11/2024 | 4,06% | 0,84 CHF | 0,85 CHF | 60 000 | 20 000 | 60 340 | 11 882 | 55 507 CHF | 11 186 CHF | 99,63% | 99,63% |