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 | 2,25% | 0,44 CHF | 0,45 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 23 169 CHF | 23 695 CHF | 100,00% | 100,00% |
19/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 21 406 CHF | 21 942 CHF | 100,00% | 100,00% |
18/11/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 19 331 CHF | 19 866 CHF | 100,00% | 100,00% |
15/11/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 56 000 | 56 000 | 54 119 | 54 119 | 16 514 CHF | 17 055 CHF | 100,00% | 100,00% |
14/11/2024 | 4,28% | 0,24 CHF | 0,25 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 12 629 CHF | 13 177 CHF | 99,33% | 99,33% |
13/11/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 15 070 CHF | 15 614 CHF | 100,00% | 100,00% |
12/11/2024 | 3,53% | 0,24 CHF | 0,25 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 15 472 CHF | 16 025 CHF | 68,32% | 100,00% |
11/11/2024 | 2,34% | 0,38 CHF | 0,39 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 22 229 CHF | 22 756 CHF | 99,93% | 99,93% |
08/11/2024 | 1,84% | 0,48 CHF | 0,49 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 27 900 CHF | 28 417 CHF | 100,00% | 100,00% |
07/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 38 105 CHF | 38 602 CHF | 98,53% | 98,53% |