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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,36% | 0,28 CHF | 0,29 CHF | 72 000 | 72 000 | 71 600 | 71 600 | 20 956 CHF | 21 672 CHF | 99,64% | 99,64% |
20/11/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 76 000 | 76 000 | 74 443 | 74 443 | 31 092 CHF | 31 836 CHF | 99,44% | 99,44% |
19/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 76 000 | 76 000 | 76 392 | 76 392 | 37 910 CHF | 38 673 CHF | 100,00% | 100,00% |
18/11/2024 | 2,42% | 0,44 CHF | 0,45 CHF | 76 000 | 76 000 | 74 298 | 74 298 | 30 455 CHF | 31 198 CHF | 99,88% | 99,88% |
15/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 29 521 CHF | 30 261 CHF | 100,00% | 100,00% |
14/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 29 916 CHF | 30 656 CHF | 98,61% | 98,61% |
13/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 31 136 CHF | 31 876 CHF | 100,00% | 100,00% |
12/11/2024 | 2,59% | 0,40 CHF | 0,41 CHF | 74 000 | 74 000 | 73 957 | 73 957 | 28 179 CHF | 28 919 CHF | 99,88% | 99,88% |
11/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 23 314 CHF | 24 034 CHF | 100,00% | 100,00% |
08/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 24 281 CHF | 25 001 CHF | 98,30% | 98,30% |