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 | 2,55% | 0,37 CHF | 0,38 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 16 476 CHF | 16 900 CHF | 100,00% | 100,00% |
19/11/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 16 455 CHF | 16 883 CHF | 100,00% | 100,00% |
18/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 18 154 CHF | 18 573 CHF | 100,00% | 100,00% |
15/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 18 490 CHF | 18 903 CHF | 100,00% | 100,00% |
14/11/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 17 261 CHF | 17 683 CHF | 100,00% | 100,00% |
13/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 17 532 CHF | 17 952 CHF | 100,00% | 100,00% |
12/11/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 18 671 CHF | 19 084 CHF | 99,87% | 99,87% |
11/11/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 22 462 CHF | 22 862 CHF | 99,71% | 99,71% |
08/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 21 943 CHF | 22 343 CHF | 100,00% | 100,00% |
07/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 23 977 CHF | 24 366 CHF | 99,44% | 99,44% |