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 | 4,06% | 0,23 CHF | 0,24 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 10 261 CHF | 10 686 CHF | 100,00% | 100,00% |
19/11/2024 | 4,10% | 0,26 CHF | 0,27 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 10 231 CHF | 10 659 CHF | 100,00% | 100,00% |
18/11/2024 | 3,43% | 0,29 CHF | 0,30 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 12 022 CHF | 12 441 CHF | 100,00% | 100,00% |
15/11/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 12 452 CHF | 12 865 CHF | 100,00% | 100,00% |
14/11/2024 | 3,74% | 0,28 CHF | 0,29 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 11 106 CHF | 11 527 CHF | 100,00% | 100,00% |
13/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 11 392 CHF | 11 812 CHF | 100,00% | 100,00% |
12/11/2024 | 3,22% | 0,29 CHF | 0,30 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 12 633 CHF | 13 046 CHF | 99,85% | 99,85% |
11/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 16 605 CHF | 17 005 CHF | 99,69% | 99,69% |
08/11/2024 | 2,46% | 0,38 CHF | 0,39 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 16 092 CHF | 16 492 CHF | 100,00% | 100,00% |
07/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 18 313 CHF | 18 701 CHF | 99,44% | 99,44% |