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 | 2,24% | 0,46 CHF | 0,47 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 60 119 CHF | 61 481 CHF | 100,00% | 100,00% |
19/11/2024 | 2,13% | 0,44 CHF | 0,45 CHF | 136 000 | 136 000 | 138 685 | 138 685 | 64 530 CHF | 65 917 CHF | 100,00% | 100,00% |
18/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 57 200 CHF | 58 550 CHF | 100,00% | 100,00% |
15/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 54 754 CHF | 56 077 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 63 029 CHF | 64 402 CHF | 100,00% | 100,00% |
13/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 61 810 CHF | 63 174 CHF | 100,00% | 100,00% |
12/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 58 096 CHF | 59 451 CHF | 99,85% | 99,85% |
11/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 57 712 CHF | 59 065 CHF | 99,72% | 99,72% |
08/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 136 000 | 136 000 | 134 839 | 134 839 | 57 861 CHF | 59 209 CHF | 100,00% | 100,00% |
07/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 60 037 CHF | 61 392 CHF | 100,00% | 100,00% |