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 | 3,65% | 0,50 CHF | 0,51 CHF | 69 340 | 69 340 | 45 829 | 45 829 | 23 518 CHF | 24 327 CHF | 100,00% | 100,00% |
19/11/2024 | 3,88% | 0,51 CHF | 0,52 CHF | 69 060 | 69 060 | 46 669 | 46 669 | 22 905 CHF | 23 730 CHF | 98,98% | 98,98% |
18/11/2024 | 3,93% | 0,49 CHF | 0,50 CHF | 69 680 | 69 680 | 46 876 | 46 876 | 22 603 CHF | 23 432 CHF | 100,00% | 100,00% |
15/11/2024 | 3,93% | 0,47 CHF | 0,48 CHF | 70 440 | 70 440 | 46 068 | 46 068 | 22 573 CHF | 23 418 CHF | 70,91% | 70,91% |
14/11/2024 | 3,56% | 0,51 CHF | 0,52 CHF | 69 140 | 69 140 | 45 520 | 45 520 | 24 017 CHF | 24 820 CHF | 100,00% | 100,00% |
13/11/2024 | 3,45% | 0,54 CHF | 0,55 CHF | 67 840 | 67 840 | 45 219 | 45 219 | 24 703 CHF | 25 502 CHF | 99,92% | 99,92% |
12/11/2024 | 3,51% | 0,54 CHF | 0,55 CHF | 67 910 | 67 910 | 45 372 | 45 372 | 24 546 CHF | 25 349 CHF | 100,00% | 100,00% |
11/11/2024 | 3,60% | 0,54 CHF | 0,55 CHF | 68 300 | 68 300 | 45 873 | 45 873 | 24 258 CHF | 25 070 CHF | 100,00% | 100,00% |
08/11/2024 | 3,55% | 0,53 CHF | 0,54 CHF | 69 160 | 69 160 | 46 121 | 46 121 | 24 527 CHF | 25 342 CHF | 100,00% | 100,00% |
07/11/2024 | 3,67% | 0,53 CHF | 0,54 CHF | 69 360 | 69 360 | 46 658 | 46 658 | 24 166 CHF | 24 992 CHF | 100,00% | 100,00% |