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 | 2,26% | 0,43 CHF | 0,44 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 26 215 CHF | 26 815 CHF | 99,57% | 99,57% |
19/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 27 243 CHF | 27 843 CHF | 99,55% | 99,55% |
18/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 26 551 CHF | 27 151 CHF | 99,44% | 99,49% |
15/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 25 274 CHF | 25 874 CHF | 98,85% | 98,85% |
14/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 25 458 CHF | 26 058 CHF | 99,57% | 99,57% |
13/11/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 25 310 CHF | 25 910 CHF | 99,57% | 99,57% |
12/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 28 004 CHF | 28 704 CHF | 99,50% | 99,50% |
11/11/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 25 419 CHF | 26 119 CHF | 99,45% | 99,50% |
08/11/2024 | 2,73% | 0,37 CHF | 0,38 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 28 935 CHF | 29 735 CHF | 99,48% | 99,48% |
07/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 24 850 CHF | 25 550 CHF | 99,05% | 99,05% |