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 | 2,95% | 0,55 CHF | 0,56 CHF | 91 000 | 91 000 | 40 582 | 40 582 | 23 847 CHF | 24 461 CHF | 99,90% | 99,90% |
19/11/2024 | 3,29% | 0,53 CHF | 0,54 CHF | 92 000 | 92 000 | 40 991 | 40 991 | 21 922 CHF | 22 543 CHF | 100,00% | 100,00% |
18/11/2024 | 3,30% | 0,56 CHF | 0,57 CHF | 91 000 | 91 000 | 40 849 | 40 849 | 21 974 CHF | 22 593 CHF | 99,90% | 99,90% |
15/11/2024 | 2,99% | 0,52 CHF | 0,53 CHF | 91 000 | 91 000 | 40 558 | 40 558 | 23 270 CHF | 23 884 CHF | 99,90% | 99,90% |
14/11/2024 | 2,73% | 0,61 CHF | 0,62 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 25 622 CHF | 26 234 CHF | 100,00% | 100,00% |
13/11/2024 | 2,69% | 0,64 CHF | 0,65 CHF | 90 000 | 90 000 | 40 405 | 40 405 | 26 280 CHF | 26 892 CHF | 100,00% | 100,00% |
12/11/2024 | 2,59% | 0,68 CHF | 0,69 CHF | 89 000 | 89 000 | 40 204 | 40 204 | 27 564 CHF | 28 175 CHF | 99,85% | 99,85% |
11/11/2024 | 2,46% | 0,69 CHF | 0,70 CHF | 89 000 | 89 000 | 40 174 | 40 174 | 28 748 CHF | 29 357 CHF | 99,63% | 99,63% |
08/11/2024 | 2,50% | 0,73 CHF | 0,74 CHF | 89 000 | 89 000 | 40 242 | 40 242 | 28 845 CHF | 29 455 CHF | 100,00% | 100,00% |
07/11/2024 | 2,47% | 0,71 CHF | 0,72 CHF | 90 000 | 90 000 | 40 308 | 40 308 | 29 057 CHF | 29 669 CHF | 99,89% | 99,89% |