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 | 2,19% | 0,76 CHF | 0,77 CHF | 91 000 | 91 000 | 40 575 | 40 575 | 32 481 CHF | 33 095 CHF | 99,90% | 99,90% |
19/11/2024 | 2,37% | 0,75 CHF | 0,76 CHF | 92 000 | 92 000 | 40 988 | 40 988 | 30 624 CHF | 31 245 CHF | 100,00% | 100,00% |
18/11/2024 | 2,37% | 0,77 CHF | 0,78 CHF | 91 000 | 91 000 | 40 847 | 40 847 | 30 689 CHF | 31 308 CHF | 99,90% | 99,90% |
15/11/2024 | 2,21% | 0,74 CHF | 0,75 CHF | 91 000 | 91 000 | 40 558 | 40 558 | 31 900 CHF | 32 514 CHF | 99,90% | 99,90% |
14/11/2024 | 2,06% | 0,83 CHF | 0,84 CHF | 90 000 | 90 000 | 40 338 | 40 338 | 34 277 CHF | 34 889 CHF | 100,00% | 100,00% |
13/11/2024 | 2,05% | 0,86 CHF | 0,87 CHF | 90 000 | 90 000 | 40 405 | 40 405 | 34 841 CHF | 35 454 CHF | 100,00% | 100,00% |
12/11/2024 | 1,98% | 0,89 CHF | 0,90 CHF | 89 000 | 89 000 | 40 195 | 40 195 | 36 097 CHF | 36 708 CHF | 99,85% | 99,85% |
11/11/2024 | 1,91% | 0,90 CHF | 0,91 CHF | 89 000 | 89 000 | 40 172 | 40 172 | 37 275 CHF | 37 885 CHF | 99,60% | 99,60% |
08/11/2024 | 1,93% | 0,94 CHF | 0,95 CHF | 89 000 | 89 000 | 40 374 | 40 374 | 37 404 CHF | 38 016 CHF | 99,24% | 99,24% |
07/11/2024 | 1,92% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 40 307 | 40 307 | 37 507 CHF | 38 119 CHF | 99,89% | 99,89% |