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 | 2,61% | 0,36 CHF | 0,37 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 16 067 CHF | 16 492 CHF | 100,00% | 100,00% |
19/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 16 031 CHF | 16 459 CHF | 100,00% | 100,00% |
18/11/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 17 730 CHF | 18 149 CHF | 100,00% | 100,00% |
15/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 18 068 CHF | 18 481 CHF | 100,00% | 100,00% |
14/11/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 16 847 CHF | 17 268 CHF | 100,00% | 100,00% |
13/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 17 111 CHF | 17 531 CHF | 100,00% | 100,00% |
12/11/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 18 244 CHF | 18 657 CHF | 99,85% | 99,85% |
11/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 21 975 CHF | 22 375 CHF | 99,69% | 99,69% |
08/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 21 518 CHF | 21 918 CHF | 98,81% | 98,81% |
07/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 23 535 CHF | 23 923 CHF | 99,44% | 99,44% |