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 | 3,46% | 0,50 CHF | 0,51 CHF | 132 000 | 132 000 | 58 459 | 58 459 | 26 674 CHF | 27 434 CHF | 99,34% | 99,34% |
19/11/2024 | 3,49% | 0,44 CHF | 0,45 CHF | 131 000 | 131 000 | 58 565 | 58 565 | 25 927 CHF | 26 688 CHF | 100,00% | 100,00% |
18/11/2024 | 3,53% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 58 171 | 58 171 | 25 444 CHF | 26 200 CHF | 99,78% | 99,78% |
15/11/2024 | 3,42% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 58 114 | 58 114 | 25 605 CHF | 26 361 CHF | 100,00% | 100,00% |
14/11/2024 | 3,60% | 0,44 CHF | 0,45 CHF | 130 000 | 130 000 | 58 300 | 58 300 | 25 102 CHF | 25 862 CHF | 98,58% | 98,58% |
13/11/2024 | 4,23% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 57 748 | 57 748 | 22 453 CHF | 23 202 CHF | 99,80% | 99,80% |
12/11/2024 | 4,26% | 0,35 CHF | 0,36 CHF | 128 000 | 128 000 | 57 696 | 57 696 | 20 572 CHF | 21 321 CHF | 99,90% | 99,90% |
11/11/2024 | 4,09% | 0,34 CHF | 0,35 CHF | 128 000 | 128 000 | 57 666 | 57 666 | 20 478 CHF | 21 229 CHF | 99,76% | 99,76% |
08/11/2024 | 3,49% | 0,39 CHF | 0,40 CHF | 130 000 | 130 000 | 59 195 | 59 195 | 24 969 CHF | 25 736 CHF | 99,05% | 99,05% |
07/11/2024 | 3,60% | 0,45 CHF | 0,46 CHF | 133 000 | 133 000 | 59 032 | 59 032 | 25 338 CHF | 26 103 CHF | 100,00% | 100,00% |