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 | 2,54% | 0,40 CHF | 0,41 CHF | 87 000 | 87 000 | 86 724 | 86 724 | 34 063 CHF | 34 931 CHF | 100,00% | 100,00% |
19/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 87 600 | 87 600 | 86 248 | 86 248 | 34 859 CHF | 35 723 CHF | 98,97% | 98,97% |
18/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 85 800 | 85 800 | 85 501 | 85 501 | 36 245 CHF | 37 100 CHF | 100,00% | 100,00% |
15/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 85 000 | 85 000 | 86 076 | 86 076 | 37 360 CHF | 38 221 CHF | 71,98% | 71,98% |
14/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 86 400 | 86 400 | 85 952 | 85 952 | 35 787 CHF | 36 647 CHF | 100,00% | 100,00% |
13/11/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 86 600 | 86 600 | 85 851 | 85 851 | 36 074 CHF | 36 933 CHF | 99,19% | 99,19% |
12/11/2024 | 2,35% | 0,40 CHF | 0,41 CHF | 87 400 | 87 400 | 85 423 | 85 423 | 36 366 CHF | 37 221 CHF | 100,00% | 100,00% |
11/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 84 300 | 84 300 | 83 608 | 83 608 | 38 798 CHF | 39 635 CHF | 100,00% | 100,00% |
08/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 85 100 | 85 100 | 84 102 | 84 102 | 38 501 CHF | 39 343 CHF | 100,00% | 100,00% |
07/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 83 300 | 83 300 | 82 483 | 82 483 | 41 174 CHF | 42 000 CHF | 100,00% | 100,00% |