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 | 1,74% | 0,57 CHF | 0,58 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 30 099 CHF | 30 626 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 28 425 CHF | 28 961 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 26 339 CHF | 26 875 CHF | 100,00% | 100,00% |
15/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 23 690 CHF | 24 231 CHF | 100,00% | 100,00% |
14/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 19 917 CHF | 20 464 CHF | 99,39% | 99,39% |
13/11/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 22 304 CHF | 22 849 CHF | 100,00% | 100,00% |
12/11/2024 | 2,40% | 0,36 CHF | 0,37 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 22 803 CHF | 23 356 CHF | 68,32% | 100,00% |
11/11/2024 | 1,79% | 0,51 CHF | 0,52 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 29 198 CHF | 29 725 CHF | 99,93% | 99,93% |
08/11/2024 | 1,48% | 0,62 CHF | 0,63 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 34 766 CHF | 35 284 CHF | 100,00% | 100,00% |
07/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 44 651 CHF | 45 148 CHF | 98,53% | 98,53% |