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 | 3,58% | 0,26 CHF | 0,27 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 11 679 CHF | 12 104 CHF | 100,00% | 100,00% |
19/11/2024 | 3,61% | 0,29 CHF | 0,30 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 11 635 CHF | 12 062 CHF | 100,00% | 100,00% |
18/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 13 389 CHF | 13 808 CHF | 100,00% | 100,00% |
15/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 13 840 CHF | 14 253 CHF | 100,00% | 100,00% |
14/11/2024 | 3,32% | 0,31 CHF | 0,32 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 12 538 CHF | 12 959 CHF | 100,00% | 100,00% |
13/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 12 831 CHF | 13 251 CHF | 100,00% | 100,00% |
12/11/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 13 997 CHF | 14 411 CHF | 99,85% | 99,85% |
11/11/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 17 961 CHF | 18 361 CHF | 99,65% | 99,65% |
08/11/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 17 462 CHF | 17 862 CHF | 98,71% | 98,71% |
07/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 19 641 CHF | 20 029 CHF | 99,44% | 99,44% |