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 | 3,23% | 0,29 CHF | 0,30 CHF | 156 000 | 156 000 | 155 164 | 155 164 | 47 367 CHF | 48 919 CHF | 100,00% | 100,00% |
19/11/2024 | 3,40% | 0,30 CHF | 0,31 CHF | 156 000 | 156 000 | 155 837 | 155 837 | 45 116 CHF | 46 675 CHF | 100,00% | 100,00% |
18/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 156 000 | 156 000 | 154 833 | 154 833 | 47 201 CHF | 48 749 CHF | 100,00% | 100,00% |
15/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 158 000 | 158 000 | 155 657 | 155 657 | 43 526 CHF | 45 083 CHF | 100,00% | 100,00% |
14/11/2024 | 4,43% | 0,27 CHF | 0,28 CHF | 156 000 | 156 000 | 158 865 | 158 865 | 35 449 CHF | 37 038 CHF | 99,34% | 99,34% |
13/11/2024 | 5,02% | 0,18 CHF | 0,19 CHF | 162 000 | 162 000 | 160 421 | 160 421 | 31 507 CHF | 33 111 CHF | 100,00% | 100,00% |
12/11/2024 | 3,49% | 0,24 CHF | 0,25 CHF | 158 000 | 158 000 | 155 878 | 155 878 | 43 981 CHF | 45 539 CHF | 100,00% | 100,00% |
11/11/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 156 000 | 156 000 | 156 558 | 156 558 | 41 731 CHF | 43 296 CHF | 99,93% | 99,93% |
08/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 158 000 | 158 000 | 157 102 | 157 102 | 38 787 CHF | 40 358 CHF | 99,40% | 99,40% |
07/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 152 000 | 152 000 | 151 697 | 151 697 | 54 235 CHF | 55 752 CHF | 100,00% | 100,00% |