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 | 2,82% | 0,58 CHF | 0,59 CHF | 91 000 | 91 000 | 40 580 | 40 580 | 25 020 CHF | 25 635 CHF | 99,90% | 99,90% |
19/11/2024 | 3,13% | 0,56 CHF | 0,57 CHF | 92 000 | 92 000 | 40 992 | 40 992 | 23 117 CHF | 23 738 CHF | 100,00% | 100,00% |
18/11/2024 | 3,13% | 0,58 CHF | 0,59 CHF | 91 000 | 91 000 | 40 851 | 40 851 | 23 202 CHF | 23 821 CHF | 99,90% | 99,90% |
15/11/2024 | 2,85% | 0,55 CHF | 0,56 CHF | 91 000 | 91 000 | 40 559 | 40 559 | 24 452 CHF | 25 066 CHF | 99,90% | 99,90% |
14/11/2024 | 2,63% | 0,64 CHF | 0,65 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 26 731 CHF | 27 343 CHF | 100,00% | 100,00% |
13/11/2024 | 2,58% | 0,67 CHF | 0,68 CHF | 90 000 | 90 000 | 40 408 | 40 408 | 27 445 CHF | 28 058 CHF | 100,00% | 100,00% |
12/11/2024 | 2,49% | 0,71 CHF | 0,72 CHF | 89 000 | 89 000 | 40 204 | 40 204 | 28 676 CHF | 29 286 CHF | 99,85% | 99,85% |
11/11/2024 | 2,38% | 0,72 CHF | 0,73 CHF | 89 000 | 89 000 | 40 069 | 40 069 | 29 749 CHF | 30 357 CHF | 99,55% | 99,55% |
08/11/2024 | 2,40% | 0,75 CHF | 0,76 CHF | 89 000 | 89 000 | 40 337 | 40 337 | 30 054 CHF | 30 666 CHF | 99,46% | 99,46% |
07/11/2024 | 2,38% | 0,74 CHF | 0,75 CHF | 90 000 | 90 000 | 40 308 | 40 308 | 30 148 CHF | 30 759 CHF | 99,90% | 99,90% |