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 | 2,32% | 0,45 CHF | 0,46 CHF | 663 000 | 100 000 | 655 132 | 99 645 | 281 842 CHF | 43 870 CHF | 100,00% | 100,00% |
19/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 717 000 | 100 000 | 708 847 | 99 704 | 318 238 CHF | 45 767 CHF | 100,00% | 100,00% |
18/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 705 000 | 100 000 | 699 094 | 99 696 | 296 226 CHF | 43 252 CHF | 100,00% | 100,00% |
15/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 791 000 | 100 000 | 788 935 | 100 000 | 323 049 CHF | 41 947 CHF | 83,25% | 83,25% |
14/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 734 000 | 100 000 | 729 176 | 99 723 | 287 537 CHF | 40 319 CHF | 100,00% | 100,00% |
13/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 742 000 | 100 000 | 737 323 | 99 734 | 301 722 CHF | 41 820 CHF | 99,21% | 99,21% |
12/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 851 000 | 100 000 | 836 345 | 99 837 | 318 089 CHF | 38 977 CHF | 100,00% | 100,00% |
11/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 770 000 | 100 000 | 762 380 | 99 760 | 266 414 CHF | 35 867 CHF | 100,00% | 100,00% |
08/11/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 848 000 | 100 000 | 839 606 | 99 840 | 313 953 CHF | 38 336 CHF | 100,00% | 100,00% |
07/11/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 799 000 | 100 000 | 790 585 | 99 788 | 272 661 CHF | 35 417 CHF | 100,00% | 100,00% |