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% | 0,74 CHF | 0,75 CHF | 91 000 | 91 000 | 40 580 | 40 580 | 31 449 CHF | 32 064 CHF | 99,90% | 99,90% |
19/11/2024 | 2,45% | 0,72 CHF | 0,73 CHF | 92 000 | 92 000 | 40 989 | 40 989 | 29 604 CHF | 30 225 CHF | 100,00% | 100,00% |
18/11/2024 | 2,45% | 0,74 CHF | 0,75 CHF | 91 000 | 91 000 | 40 849 | 40 849 | 29 678 CHF | 30 298 CHF | 99,90% | 99,90% |
15/11/2024 | 2,28% | 0,71 CHF | 0,72 CHF | 91 000 | 91 000 | 40 559 | 40 559 | 30 899 CHF | 31 513 CHF | 99,90% | 99,90% |
14/11/2024 | 2,12% | 0,80 CHF | 0,81 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 33 234 CHF | 33 846 CHF | 100,00% | 100,00% |
13/11/2024 | 2,08% | 0,84 CHF | 0,85 CHF | 90 000 | 90 000 | 40 403 | 40 403 | 34 196 CHF | 34 809 CHF | 100,00% | 100,00% |
12/11/2024 | 2,02% | 0,88 CHF | 0,89 CHF | 89 000 | 89 000 | 40 195 | 40 195 | 35 398 CHF | 36 008 CHF | 99,85% | 99,85% |
11/11/2024 | 1,95% | 0,89 CHF | 0,90 CHF | 89 000 | 89 000 | 40 062 | 40 062 | 36 441 CHF | 37 050 CHF | 99,55% | 99,55% |
08/11/2024 | 1,97% | 0,92 CHF | 0,93 CHF | 89 000 | 89 000 | 40 333 | 40 333 | 36 665 CHF | 37 276 CHF | 99,46% | 99,46% |
07/11/2024 | 1,95% | 0,90 CHF | 0,91 CHF | 90 000 | 90 000 | 40 307 | 40 307 | 36 848 CHF | 37 460 CHF | 99,90% | 99,90% |