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 | 2,01% | 0,50 CHF | 0,51 CHF | 176 000 | 176 000 | 78 402 | 78 402 | 39 213 CHF | 39 999 CHF | 100,00% | 100,00% |
22/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 176 000 | 176 000 | 78 242 | 78 242 | 40 342 CHF | 41 126 CHF | 100,00% | 100,00% |
20/11/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 182 000 | 182 000 | 80 638 | 80 638 | 46 470 CHF | 47 277 CHF | 99,90% | 99,90% |
19/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 184 000 | 184 000 | 81 847 | 81 847 | 49 109 CHF | 49 929 CHF | 100,00% | 100,00% |
18/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 182 000 | 182 000 | 81 458 | 81 458 | 48 984 CHF | 49 800 CHF | 99,90% | 99,90% |
15/11/2024 | 1,74% | 0,61 CHF | 0,62 CHF | 182 000 | 182 000 | 80 591 | 80 591 | 47 446 CHF | 48 254 CHF | 99,90% | 99,90% |
14/11/2024 | 1,83% | 0,57 CHF | 0,58 CHF | 180 000 | 180 000 | 80 153 | 80 153 | 44 791 CHF | 45 594 CHF | 100,00% | 100,00% |
13/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 180 000 | 180 000 | 80 288 | 80 288 | 43 927 CHF | 44 731 CHF | 100,00% | 100,00% |
12/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 178 000 | 178 000 | 79 884 | 79 884 | 42 262 CHF | 43 063 CHF | 99,85% | 99,85% |
11/11/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 178 000 | 178 000 | 79 823 | 79 823 | 40 936 CHF | 41 736 CHF | 99,63% | 99,63% |