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 | 2,52% | 0,41 CHF | 0,42 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 13 709 CHF | 14 059 CHF | 99,54% | 99,54% |
19/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 14 888 CHF | 15 288 CHF | 99,49% | 99,49% |
18/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 14 275 CHF | 14 675 CHF | 99,51% | 99,51% |
15/11/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 11 576 CHF | 11 926 CHF | 98,96% | 98,96% |
14/11/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 11 561 CHF | 11 861 CHF | 99,57% | 99,57% |
13/11/2024 | 2,78% | 0,43 CHF | 0,44 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 16 094 CHF | 16 544 CHF | 99,11% | 99,11% |
12/11/2024 | 3,45% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 252 CHF | 14 752 CHF | 99,58% | 99,58% |
11/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 998 CHF | 14 498 CHF | 99,53% | 99,53% |
08/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 064 CHF | 14 564 CHF | 99,48% | 99,48% |
07/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 988 CHF | 12 488 CHF | 99,03% | 99,03% |