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 | 2,67% | 0,35 CHF | 0,36 CHF | 140 000 | 140 000 | 136 193 | 136 193 | 50 295 CHF | 51 657 CHF | 100,00% | 100,00% |
19/11/2024 | 2,86% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 47 848 CHF | 49 235 CHF | 100,00% | 100,00% |
18/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 52 909 CHF | 54 259 CHF | 100,00% | 100,00% |
15/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 53 274 CHF | 54 596 CHF | 100,00% | 100,00% |
14/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 49 065 CHF | 50 439 CHF | 100,00% | 100,00% |
13/11/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 49 668 CHF | 51 032 CHF | 100,00% | 100,00% |
12/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 52 419 CHF | 53 773 CHF | 99,85% | 99,85% |
11/11/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 52 894 CHF | 54 247 CHF | 99,64% | 99,64% |
08/11/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 136 000 | 136 000 | 134 834 | 134 834 | 52 834 CHF | 54 183 CHF | 99,44% | 99,44% |
07/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 51 505 CHF | 52 859 CHF | 100,00% | 100,00% |