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 | 2,39% | 0,43 CHF | 0,44 CHF | 106 000 | 106 000 | 105 442 | 105 442 | 43 652 CHF | 44 707 CHF | 100,00% | 100,00% |
19/11/2024 | 2,69% | 0,39 CHF | 0,40 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 37 843 CHF | 38 872 CHF | 100,00% | 100,00% |
18/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 35 770 CHF | 36 790 CHF | 100,00% | 100,00% |
15/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 33 642 CHF | 34 643 CHF | 100,00% | 100,00% |
14/11/2024 | 2,86% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 34 984 CHF | 35 998 CHF | 99,39% | 99,39% |
13/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 35 063 CHF | 36 074 CHF | 100,00% | 100,00% |
12/11/2024 | 2,96% | 0,35 CHF | 0,36 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 33 447 CHF | 34 450 CHF | 100,00% | 100,00% |
11/11/2024 | 3,15% | 0,32 CHF | 0,33 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 31 241 CHF | 32 241 CHF | 99,93% | 99,93% |
08/11/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 102 000 | 102 000 | 101 520 | 101 520 | 35 447 CHF | 36 462 CHF | 100,00% | 100,00% |
07/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 32 460 CHF | 33 460 CHF | 100,00% | 100,00% |