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 | 2,77% | 0,75 CHF | 0,76 CHF | 114 000 | 114 000 | 49 704 | 49 704 | 35 131 CHF | 35 892 CHF | 99,90% | 99,90% |
19/11/2024 | 3,16% | 0,55 CHF | 0,56 CHF | 118 000 | 118 000 | 51 727 | 51 727 | 28 753 CHF | 29 531 CHF | 99,88% | 99,88% |
18/11/2024 | 2,50% | 0,54 CHF | 0,55 CHF | 118 000 | 118 000 | 50 950 | 50 950 | 32 469 CHF | 33 230 CHF | 97,65% | 97,65% |
15/11/2024 | 1,72% | 0,82 CHF | 0,83 CHF | 112 000 | 112 000 | 47 280 | 47 280 | 46 160 CHF | 46 867 CHF | 99,58% | 99,58% |
14/11/2024 | 1,32% | 1,25 CHF | 1,26 CHF | 105 000 | 105 000 | 46 860 | 46 860 | 61 036 CHF | 61 743 CHF | 100,00% | 100,00% |
13/11/2024 | 1,28% | 1,43 CHF | 1,44 CHF | 103 000 | 103 000 | 46 303 | 46 303 | 65 391 CHF | 66 092 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 1,37 CHF | 1,38 CHF | 104 000 | 104 000 | 46 386 | 46 386 | 66 750 CHF | 67 453 CHF | 99,80% | 99,80% |
11/11/2024 | 1,20% | 1,57 CHF | 1,58 CHF | 102 000 | 102 000 | 45 814 | 45 814 | 69 697 CHF | 70 392 CHF | 99,89% | 99,89% |
08/11/2024 | 2,48% | 1,46 CHF | 1,47 CHF | 104 000 | 104 000 | 47 772 | 47 772 | 62 044 CHF | 63 155 CHF | 98,91% | 98,91% |
07/11/2024 | 2,95% | 1,14 CHF | 1,15 CHF | 109 000 | 109 000 | 49 026 | 49 026 | 52 313 CHF | 53 459 CHF | 99,90% | 99,90% |