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 | 2,46% | 0,40 CHF | 0,41 CHF | 93 000 | 93 000 | 90 518 | 90 518 | 36 413 CHF | 37 318 CHF | 100,00% | 100,00% |
19/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 35 681 CHF | 36 585 CHF | 100,00% | 100,00% |
18/11/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 35 959 CHF | 36 865 CHF | 100,00% | 100,00% |
15/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 35 423 CHF | 36 328 CHF | 100,00% | 100,00% |
14/11/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 93 000 | 93 000 | 91 591 | 91 591 | 32 523 CHF | 33 439 CHF | 99,33% | 99,33% |
13/11/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 93 000 | 93 000 | 90 756 | 90 756 | 34 690 CHF | 35 598 CHF | 100,00% | 100,00% |
12/11/2024 | 2,51% | 0,37 CHF | 0,38 CHF | 93 000 | 93 000 | 90 140 | 90 140 | 35 407 CHF | 36 308 CHF | 98,86% | 100,00% |
11/11/2024 | 2,13% | 0,44 CHF | 0,45 CHF | 91 000 | 91 000 | 86 766 | 86 766 | 40 328 CHF | 41 196 CHF | 99,93% | 99,93% |
08/11/2024 | 1,91% | 0,47 CHF | 0,48 CHF | 89 000 | 89 000 | 84 934 | 84 934 | 44 033 CHF | 44 883 CHF | 100,00% | 100,00% |
07/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 83 000 | 83 000 | 81 912 | 81 912 | 49 421 CHF | 50 240 CHF | 98,41% | 98,41% |