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 | 2,50% | 0,41 CHF | 0,42 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 53 848 CHF | 55 210 CHF | 100,00% | 100,00% |
19/11/2024 | 2,36% | 0,40 CHF | 0,41 CHF | 136 000 | 136 000 | 138 685 | 138 685 | 58 120 CHF | 59 507 CHF | 100,00% | 100,00% |
18/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 50 873 CHF | 52 223 CHF | 100,00% | 100,00% |
15/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 48 659 CHF | 49 982 CHF | 100,00% | 100,00% |
14/11/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 56 520 CHF | 57 893 CHF | 100,00% | 100,00% |
13/11/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 55 256 CHF | 56 620 CHF | 100,00% | 100,00% |
12/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 51 773 CHF | 53 127 CHF | 99,85% | 99,85% |
11/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 51 317 CHF | 52 671 CHF | 99,72% | 99,72% |
08/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 136 000 | 136 000 | 134 841 | 134 841 | 51 523 CHF | 52 871 CHF | 100,00% | 100,00% |
07/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 53 721 CHF | 55 075 CHF | 100,00% | 100,00% |