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 | 3,14% | 0,30 CHF | 0,31 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 21 970 CHF | 22 670 CHF | 99,48% | 99,53% |
19/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 21 680 CHF | 22 380 CHF | 99,54% | 99,54% |
18/11/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 355 CHF | 21 955 CHF | 99,58% | 99,58% |
15/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 24 498 CHF | 25 198 CHF | 98,37% | 98,37% |
14/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 21 006 CHF | 21 706 CHF | 99,51% | 99,51% |
13/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 22 430 CHF | 23 230 CHF | 99,59% | 99,59% |
12/11/2024 | 3,21% | 0,28 CHF | 0,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 21 463 CHF | 22 163 CHF | 99,56% | 99,56% |
11/11/2024 | 3,07% | 0,34 CHF | 0,35 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 28 962 CHF | 29 862 CHF | 98,93% | 98,99% |
08/11/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 19 149 CHF | 19 949 CHF | 99,43% | 99,49% |
07/11/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 23 537 CHF | 24 437 CHF | 99,07% | 99,07% |