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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,33% | 0,74 CHF | 0,76 CHF | 54 000 | 53 000 | 53 697 | 53 697 | 39 986 CHF | 40 523 CHF | 10,60% | 100,00% |
22/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 54 000 | 54 000 | 53 012 | 53 012 | 35 516 CHF | 36 046 CHF | 100,00% | 100,00% |
20/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 34 429 CHF | 34 955 CHF | 100,00% | 100,00% |
19/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 32 799 CHF | 33 334 CHF | 100,00% | 100,00% |
18/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 30 723 CHF | 31 258 CHF | 100,00% | 100,00% |
15/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 28 145 CHF | 28 686 CHF | 100,00% | 100,00% |
14/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 24 391 CHF | 24 938 CHF | 99,33% | 99,33% |
13/11/2024 | 2,02% | 0,47 CHF | 0,48 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 26 762 CHF | 27 307 CHF | 100,00% | 100,00% |
12/11/2024 | 2,01% | 0,45 CHF | 0,46 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 27 323 CHF | 27 876 CHF | 68,32% | 100,00% |
11/11/2024 | 1,56% | 0,59 CHF | 0,60 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 33 579 CHF | 34 106 CHF | 99,93% | 99,93% |