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 | 2,02% | 0,51 CHF | 0,52 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 66 842 CHF | 68 204 CHF | 100,00% | 100,00% |
19/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 136 000 | 136 000 | 138 684 | 138 684 | 71 254 CHF | 72 641 CHF | 100,00% | 100,00% |
18/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 63 870 CHF | 65 220 CHF | 100,00% | 100,00% |
15/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 61 220 CHF | 62 543 CHF | 100,00% | 100,00% |
14/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 69 761 CHF | 71 134 CHF | 100,00% | 100,00% |
13/11/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 68 554 CHF | 69 918 CHF | 100,00% | 100,00% |
12/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 136 000 | 136 000 | 135 440 | 135 440 | 64 736 CHF | 66 090 CHF | 99,86% | 99,86% |
11/11/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 132 000 | 132 000 | 135 305 | 135 305 | 64 418 CHF | 65 771 CHF | 99,70% | 99,70% |
08/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 136 000 | 136 000 | 134 831 | 134 831 | 64 487 CHF | 65 836 CHF | 99,24% | 99,24% |
07/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 66 747 CHF | 68 102 CHF | 100,00% | 100,00% |