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 | 2,88% | 0,34 CHF | 0,35 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 31 010 CHF | 31 915 CHF | 100,00% | 100,00% |
19/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 30 336 CHF | 31 240 CHF | 100,00% | 100,00% |
18/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 30 575 CHF | 31 480 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 30 037 CHF | 30 941 CHF | 100,00% | 100,00% |
14/11/2024 | 3,34% | 0,31 CHF | 0,32 CHF | 93 000 | 93 000 | 91 594 | 91 594 | 27 057 CHF | 27 973 CHF | 99,39% | 99,39% |
13/11/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 29 279 CHF | 30 187 CHF | 100,00% | 100,00% |
12/11/2024 | 2,96% | 0,31 CHF | 0,32 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 30 005 CHF | 30 906 CHF | 98,86% | 100,00% |
11/11/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 35 135 CHF | 36 003 CHF | 99,93% | 99,93% |
08/11/2024 | 2,16% | 0,41 CHF | 0,42 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 38 897 CHF | 39 746 CHF | 100,00% | 100,00% |
07/11/2024 | 1,83% | 0,56 CHF | 0,57 CHF | 83 000 | 83 000 | 81 912 | 81 912 | 44 419 CHF | 45 238 CHF | 98,41% | 98,41% |