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 | 2,58% | 0,77 CHF | 0,79 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 73 734 CHF | 75 660 CHF | 100,00% | 100,00% |
19/11/2024 | 2,34% | 0,81 CHF | 0,83 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 82 746 CHF | 84 705 CHF | 99,88% | 99,88% |
18/11/2024 | 2,35% | 0,84 CHF | 0,86 CHF | 98 000 | 98 000 | 97 903 | 97 903 | 82 427 CHF | 84 385 CHF | 100,00% | 100,00% |
15/11/2024 | 3,10% | 0,83 CHF | 0,85 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 60 779 CHF | 62 662 CHF | 100,00% | 100,00% |
14/11/2024 | 5,00% | 0,38 CHF | 0,40 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 35 095 CHF | 36 891 CHF | 100,00% | 100,00% |
13/11/2024 | 4,56% | 0,39 CHF | 0,41 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 38 940 CHF | 40 750 CHF | 100,00% | 100,00% |
12/11/2024 | 5,34% | 0,36 CHF | 0,38 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 33 092 CHF | 34 881 CHF | 99,93% | 99,93% |
11/11/2024 | 4,84% | 0,42 CHF | 0,44 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 36 359 CHF | 38 160 CHF | 100,00% | 100,00% |
08/11/2024 | 4,02% | 0,46 CHF | 0,48 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 44 627 CHF | 46 454 CHF | 98,93% | 98,93% |
07/11/2024 | 3,78% | 0,48 CHF | 0,50 CHF | 91 000 | 91 000 | 91 896 | 91 896 | 48 142 CHF | 49 980 CHF | 100,00% | 100,00% |