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 | 2,96% | 0,70 CHF | 0,72 CHF | 77 000 | 77 000 | 76 837 | 76 837 | 51 306 CHF | 52 843 CHF | 100,00% | 100,00% |
19/11/2024 | 2,84% | 0,70 CHF | 0,72 CHF | 77 000 | 77 000 | 77 143 | 77 143 | 53 630 CHF | 55 173 CHF | 99,90% | 99,90% |
18/11/2024 | 2,97% | 0,66 CHF | 0,68 CHF | 77 000 | 77 000 | 76 960 | 76 960 | 51 155 CHF | 52 694 CHF | 100,00% | 100,00% |
15/11/2024 | 3,19% | 0,64 CHF | 0,66 CHF | 76 000 | 76 000 | 76 002 | 76 002 | 46 919 CHF | 48 440 CHF | 100,00% | 100,00% |
14/11/2024 | 3,06% | 0,61 CHF | 0,63 CHF | 76 000 | 76 000 | 76 384 | 76 384 | 49 180 CHF | 50 708 CHF | 100,00% | 100,00% |
13/11/2024 | 2,83% | 0,71 CHF | 0,73 CHF | 77 000 | 77 000 | 77 139 | 77 139 | 53 777 CHF | 55 319 CHF | 100,00% | 100,00% |
12/11/2024 | 3,23% | 0,67 CHF | 0,69 CHF | 77 000 | 77 000 | 76 121 | 76 121 | 46 476 CHF | 47 999 CHF | 99,89% | 99,89% |
11/11/2024 | 3,21% | 0,64 CHF | 0,66 CHF | 76 000 | 76 000 | 76 011 | 76 011 | 46 670 CHF | 48 190 CHF | 100,00% | 100,00% |
08/11/2024 | 2,91% | 0,68 CHF | 0,70 CHF | 77 000 | 77 000 | 77 000 | 77 000 | 52 144 CHF | 53 684 CHF | 98,95% | 98,95% |
07/11/2024 | 3,02% | 0,65 CHF | 0,67 CHF | 76 000 | 76 000 | 76 439 | 76 439 | 49 884 CHF | 51 413 CHF | 100,00% | 100,00% |