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 | 2,41% | 0,39 CHF | 0,40 CHF | 196 000 | 196 000 | 193 124 | 193 124 | 79 296 CHF | 81 227 CHF | 100,00% | 100,00% |
19/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 192 000 | 192 000 | 193 847 | 193 847 | 78 067 CHF | 80 005 CHF | 100,00% | 100,00% |
18/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 192 000 | 192 000 | 190 953 | 190 953 | 86 712 CHF | 88 622 CHF | 100,00% | 100,00% |
15/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 188 000 | 188 000 | 188 000 | 188 000 | 94 552 CHF | 96 432 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 0,50 CHF | 0,51 CHF | 188 000 | 188 000 | 190 131 | 190 131 | 87 385 CHF | 89 286 CHF | 100,00% | 100,00% |
13/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 192 000 | 192 000 | 191 938 | 191 938 | 84 332 CHF | 86 251 CHF | 100,00% | 100,00% |
12/11/2024 | 2,13% | 0,43 CHF | 0,44 CHF | 192 000 | 192 000 | 189 076 | 189 076 | 87 903 CHF | 89 794 CHF | 100,00% | 100,00% |
11/11/2024 | 1,74% | 0,54 CHF | 0,55 CHF | 183 000 | 183 000 | 182 388 | 182 388 | 104 175 CHF | 105 998 CHF | 100,00% | 100,00% |
08/11/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 183 000 | 183 000 | 181 976 | 181 976 | 105 608 CHF | 107 428 CHF | 99,19% | 99,19% |
07/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 175 000 | 175 000 | 173 176 | 173 176 | 125 139 CHF | 126 871 CHF | 100,00% | 100,00% |