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 | 4,30% | 0,60 CHF | 0,61 CHF | 69 220 | 69 220 | 45 864 | 45 864 | 28 090 CHF | 29 215 CHF | 100,00% | 100,00% |
19/11/2024 | 4,54% | 0,61 CHF | 0,62 CHF | 69 060 | 69 060 | 46 673 | 46 673 | 27 447 CHF | 28 593 CHF | 98,98% | 98,98% |
18/11/2024 | 4,58% | 0,59 CHF | 0,60 CHF | 69 700 | 69 700 | 46 874 | 46 874 | 27 197 CHF | 28 349 CHF | 100,00% | 100,00% |
15/11/2024 | 4,56% | 0,57 CHF | 0,58 CHF | 70 390 | 70 390 | 46 292 | 46 292 | 27 230 CHF | 28 395 CHF | 71,86% | 71,86% |
14/11/2024 | 4,22% | 0,61 CHF | 0,62 CHF | 69 140 | 69 140 | 45 510 | 45 510 | 28 464 CHF | 29 579 CHF | 100,00% | 100,00% |
13/11/2024 | 4,12% | 0,64 CHF | 0,65 CHF | 67 840 | 67 840 | 45 230 | 45 230 | 29 129 CHF | 30 239 CHF | 99,92% | 99,92% |
12/11/2024 | 4,18% | 0,64 CHF | 0,65 CHF | 67 910 | 67 910 | 45 370 | 45 370 | 28 968 CHF | 30 084 CHF | 100,00% | 100,00% |
11/11/2024 | 4,25% | 0,64 CHF | 0,65 CHF | 68 230 | 68 230 | 45 859 | 45 859 | 28 786 CHF | 29 914 CHF | 100,00% | 100,00% |
08/11/2024 | 4,21% | 0,62 CHF | 0,63 CHF | 69 100 | 69 100 | 46 119 | 46 119 | 29 001 CHF | 30 133 CHF | 100,00% | 100,00% |
07/11/2024 | 4,34% | 0,63 CHF | 0,64 CHF | 69 360 | 69 360 | 46 664 | 46 664 | 28 700 CHF | 29 847 CHF | 100,00% | 100,00% |