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 | 2,75% | 0,34 CHF | 0,35 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 48 904 CHF | 50 266 CHF | 100,00% | 100,00% |
19/11/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 46 345 CHF | 47 732 CHF | 100,00% | 100,00% |
18/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 51 536 CHF | 52 886 CHF | 100,00% | 100,00% |
15/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 51 942 CHF | 53 265 CHF | 100,00% | 100,00% |
14/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 47 633 CHF | 49 006 CHF | 100,00% | 100,00% |
13/11/2024 | 2,79% | 0,33 CHF | 0,34 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 48 226 CHF | 49 590 CHF | 100,00% | 100,00% |
12/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 51 042 CHF | 52 396 CHF | 99,87% | 99,87% |
11/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 51 500 CHF | 52 854 CHF | 99,72% | 99,72% |
08/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 134 840 | 134 840 | 51 454 CHF | 52 802 CHF | 100,00% | 100,00% |
07/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 50 112 CHF | 51 466 CHF | 100,00% | 100,00% |