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 | 3,91% | 0,26 CHF | 0,27 CHF | 87 000 | 87 000 | 86 752 | 86 752 | 21 992 CHF | 22 860 CHF | 100,00% | 100,00% |
19/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 87 600 | 87 600 | 86 244 | 86 244 | 22 782 CHF | 23 645 CHF | 98,70% | 98,70% |
18/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 85 800 | 85 800 | 85 498 | 85 498 | 24 274 CHF | 25 129 CHF | 100,00% | 100,00% |
15/11/2024 | 3,35% | 0,31 CHF | 0,32 CHF | 85 100 | 85 100 | 86 078 | 86 078 | 25 305 CHF | 26 166 CHF | 71,54% | 71,54% |
14/11/2024 | 3,58% | 0,29 CHF | 0,30 CHF | 86 500 | 86 500 | 85 957 | 85 957 | 23 792 CHF | 24 652 CHF | 100,00% | 100,00% |
13/11/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 86 600 | 86 600 | 85 849 | 85 849 | 24 147 CHF | 25 006 CHF | 99,18% | 99,18% |
12/11/2024 | 3,48% | 0,26 CHF | 0,27 CHF | 87 400 | 87 400 | 85 428 | 85 428 | 24 408 CHF | 25 263 CHF | 100,00% | 100,00% |
11/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 84 300 | 84 300 | 83 614 | 83 614 | 27 094 CHF | 27 931 CHF | 100,00% | 100,00% |
08/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 85 100 | 85 100 | 84 120 | 84 120 | 26 930 CHF | 27 772 CHF | 100,00% | 100,00% |
07/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 83 400 | 83 400 | 82 381 | 82 381 | 29 698 CHF | 30 523 CHF | 100,00% | 100,00% |