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 | 3,90% | 0,25 CHF | 0,26 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 22 770 CHF | 23 675 CHF | 100,00% | 100,00% |
19/11/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 93 000 | 93 000 | 90 417 | 90 417 | 22 068 CHF | 22 973 CHF | 100,00% | 100,00% |
18/11/2024 | 3,98% | 0,26 CHF | 0,27 CHF | 93 000 | 93 000 | 90 531 | 90 531 | 22 287 CHF | 23 193 CHF | 100,00% | 100,00% |
15/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 21 727 CHF | 22 631 CHF | 100,00% | 100,00% |
14/11/2024 | 4,81% | 0,22 CHF | 0,23 CHF | 93 000 | 93 000 | 91 590 | 91 590 | 18 663 CHF | 19 579 CHF | 99,33% | 99,33% |
13/11/2024 | 4,26% | 0,22 CHF | 0,23 CHF | 93 000 | 93 000 | 90 756 | 90 756 | 20 891 CHF | 21 798 CHF | 100,00% | 100,00% |
12/11/2024 | 4,08% | 0,22 CHF | 0,23 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 21 646 CHF | 22 547 CHF | 98,86% | 100,00% |
11/11/2024 | 3,17% | 0,29 CHF | 0,30 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 26 937 CHF | 27 805 CHF | 99,93% | 99,93% |
08/11/2024 | 2,72% | 0,32 CHF | 0,33 CHF | 89 000 | 89 000 | 84 934 | 84 934 | 30 917 CHF | 31 767 CHF | 100,00% | 100,00% |
07/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 83 000 | 83 000 | 81 912 | 81 912 | 36 645 CHF | 37 464 CHF | 98,41% | 98,41% |