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 | 2,35% | 0,44 CHF | 0,45 CHF | 106 000 | 106 000 | 105 442 | 105 442 | 44 399 CHF | 45 454 CHF | 100,00% | 100,00% |
19/11/2024 | 2,64% | 0,40 CHF | 0,41 CHF | 104 000 | 104 000 | 102 960 | 102 960 | 38 457 CHF | 39 486 CHF | 100,00% | 100,00% |
18/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 36 435 CHF | 37 455 CHF | 100,00% | 100,00% |
15/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 100 137 | 100 137 | 34 375 CHF | 35 377 CHF | 100,00% | 100,00% |
14/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 36 132 CHF | 37 146 CHF | 99,33% | 99,33% |
13/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 36 292 CHF | 37 303 CHF | 100,00% | 100,00% |
12/11/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 34 650 CHF | 35 654 CHF | 100,00% | 100,00% |
11/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 32 475 CHF | 33 475 CHF | 99,93% | 99,93% |
08/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 102 000 | 102 000 | 101 520 | 101 520 | 36 714 CHF | 37 729 CHF | 100,00% | 100,00% |
07/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 33 681 CHF | 34 681 CHF | 100,00% | 100,00% |