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 | 2,57% | 0,76 CHF | 0,78 CHF | 69 200 | 69 200 | 69 124 | 69 124 | 53 055 CHF | 54 437 CHF | 99,45% | 99,45% |
19/11/2024 | 2,52% | 0,81 CHF | 0,83 CHF | 69 100 | 69 100 | 73 265 | 73 265 | 57 343 CHF | 58 808 CHF | 98,78% | 98,78% |
18/11/2024 | 2,70% | 0,80 CHF | 0,82 CHF | 74 500 | 74 500 | 80 506 | 79 975 | 58 745 CHF | 59 958 CHF | 98,78% | 98,78% |
15/11/2024 | 2,93% | 0,66 CHF | 0,68 CHF | 82 400 | 82 400 | 87 031 | 87 031 | 58 606 CHF | 60 346 CHF | 100,00% | 100,00% |
14/11/2024 | 3,23% | 0,61 CHF | 0,63 CHF | 88 500 | 88 500 | 81 204 | 81 204 | 49 497 CHF | 51 121 CHF | 100,00% | 100,00% |
13/11/2024 | 2,95% | 0,64 CHF | 0,66 CHF | 79 100 | 79 100 | 75 049 | 75 049 | 50 125 CHF | 51 626 CHF | 100,00% | 100,00% |
12/11/2024 | 2,80% | 0,65 CHF | 0,67 CHF | 73 800 | 73 800 | 66 860 | 66 860 | 47 033 CHF | 48 370 CHF | 99,82% | 99,82% |
11/11/2024 | 2,29% | 0,78 CHF | 0,80 CHF | 65 000 | 65 000 | 59 922 | 59 822 | 51 803 CHF | 52 915 CHF | 99,74% | 99,74% |
08/11/2024 | 2,18% | 0,84 CHF | 0,86 CHF | 58 300 | 58 300 | 57 917 | 57 917 | 52 665 CHF | 53 823 CHF | 100,00% | 100,00% |
07/11/2024 | 2,14% | 0,99 CHF | 1,01 CHF | 57 800 | 57 800 | 62 456 | 62 456 | 57 657 CHF | 58 906 CHF | 99,96% | 99,96% |