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 | 2,66% | 0,38 CHF | 0,39 CHF | 41 000 | 41 000 | 265 541 | 265 541 | 98 316 CHF | 100 972 CHF | 98,90% | 98,90% |
19/11/2024 | 3,15% | 0,35 CHF | 0,36 CHF | 42 000 | 42 000 | 274 959 | 274 959 | 85 824 CHF | 88 573 CHF | 98,75% | 98,75% |
18/11/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 43 000 | 43 000 | 272 799 | 272 799 | 85 034 CHF | 87 762 CHF | 98,94% | 98,94% |
15/11/2024 | 2,82% | 0,33 CHF | 0,34 CHF | 42 000 | 42 000 | 267 040 | 267 040 | 93 699 CHF | 96 369 CHF | 98,94% | 98,94% |
14/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 40 000 | 40 000 | 258 126 | 258 126 | 109 978 CHF | 112 559 CHF | 98,85% | 98,85% |
13/11/2024 | 2,38% | 0,44 CHF | 0,45 CHF | 40 000 | 40 000 | 258 109 | 258 109 | 106 993 CHF | 109 574 CHF | 98,87% | 98,87% |
12/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 40 000 | 40 000 | 258 282 | 258 282 | 108 198 CHF | 110 781 CHF | 98,78% | 98,78% |
11/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 39 000 | 39 000 | 253 105 | 253 105 | 114 503 CHF | 117 034 CHF | 98,90% | 98,90% |
08/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 40 000 | 40 000 | 260 616 | 260 616 | 104 869 CHF | 107 475 CHF | 97,83% | 97,83% |
07/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 41 000 | 41 000 | 261 879 | 261 879 | 100 725 CHF | 103 344 CHF | 98,90% | 98,90% |