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 | 2,35% | 0,88 CHF | 0,90 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 64 685 CHF | 66 222 CHF | 100,00% | 100,00% |
19/11/2024 | 2,28% | 0,87 CHF | 0,89 CHF | 77 000 | 77 000 | 77 142 | 77 142 | 67 013 CHF | 68 555 CHF | 99,84% | 99,84% |
18/11/2024 | 2,36% | 0,83 CHF | 0,85 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 64 533 CHF | 66 072 CHF | 100,00% | 100,00% |
15/11/2024 | 2,50% | 0,81 CHF | 0,83 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 60 135 CHF | 61 655 CHF | 100,00% | 100,00% |
14/11/2024 | 2,42% | 0,78 CHF | 0,80 CHF | 76 000 | 76 000 | 76 384 | 76 384 | 62 481 CHF | 64 009 CHF | 100,00% | 100,00% |
13/11/2024 | 2,27% | 0,88 CHF | 0,90 CHF | 77 000 | 77 000 | 77 140 | 77 140 | 67 234 CHF | 68 776 CHF | 100,00% | 100,00% |
12/11/2024 | 2,52% | 0,84 CHF | 0,86 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 59 749 CHF | 61 272 CHF | 99,86% | 99,86% |
11/11/2024 | 2,51% | 0,81 CHF | 0,83 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 59 856 CHF | 61 376 CHF | 100,00% | 100,00% |
08/11/2024 | 2,32% | 0,85 CHF | 0,87 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 65 567 CHF | 67 107 CHF | 98,91% | 98,91% |
07/11/2024 | 2,39% | 0,82 CHF | 0,84 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 63 206 CHF | 64 735 CHF | 100,00% | 100,00% |