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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 72 000 | 72 000 | 71 601 | 71 601 | 32 183 CHF | 32 899 CHF | 99,64% | 99,64% |
20/11/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 76 000 | 76 000 | 74 443 | 74 443 | 42 825 CHF | 43 569 CHF | 99,44% | 99,44% |
19/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 76 000 | 76 000 | 76 393 | 76 393 | 49 995 CHF | 50 759 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 76 000 | 76 000 | 74 298 | 74 298 | 42 085 CHF | 42 828 CHF | 99,88% | 99,88% |
15/11/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 41 179 CHF | 41 919 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 41 510 CHF | 42 250 CHF | 98,50% | 98,50% |
13/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 42 761 CHF | 43 501 CHF | 100,00% | 100,00% |
12/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 74 000 | 74 000 | 73 957 | 73 957 | 39 803 CHF | 40 542 CHF | 99,90% | 99,90% |
11/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 34 649 CHF | 35 369 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 35 664 CHF | 36 384 CHF | 98,30% | 98,30% |