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 | 2,08% | 0,47 CHF | 0,48 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 43 112 CHF | 44 018 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 42 340 CHF | 43 245 CHF | 100,00% | 100,00% |
18/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 42 598 CHF | 43 503 CHF | 100,00% | 100,00% |
15/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 42 156 CHF | 43 061 CHF | 100,00% | 100,00% |
14/11/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 93 000 | 93 000 | 91 594 | 91 594 | 39 336 CHF | 40 252 CHF | 99,39% | 99,39% |
13/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 41 315 CHF | 42 223 CHF | 100,00% | 100,00% |
12/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 42 091 CHF | 42 992 CHF | 98,86% | 100,00% |
11/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 46 731 CHF | 47 599 CHF | 99,93% | 99,93% |
08/11/2024 | 1,68% | 0,55 CHF | 0,56 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 50 255 CHF | 51 104 CHF | 100,00% | 100,00% |
07/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 55 446 CHF | 56 265 CHF | 98,41% | 98,41% |