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 | 2,83% | 0,37 CHF | 0,38 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 47 545 CHF | 48 907 CHF | 100,00% | 100,00% |
19/11/2024 | 2,66% | 0,35 CHF | 0,36 CHF | 136 000 | 136 000 | 138 683 | 138 683 | 51 491 CHF | 52 878 CHF | 100,00% | 100,00% |
18/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 44 616 CHF | 45 966 CHF | 100,00% | 100,00% |
15/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 42 268 CHF | 43 591 CHF | 100,00% | 100,00% |
14/11/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 50 091 CHF | 51 464 CHF | 100,00% | 100,00% |
13/11/2024 | 2,75% | 0,38 CHF | 0,39 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 48 914 CHF | 50 278 CHF | 100,00% | 100,00% |
12/11/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 136 000 | 136 000 | 135 438 | 135 438 | 45 488 CHF | 46 843 CHF | 99,85% | 99,85% |
11/11/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 132 000 | 132 000 | 135 307 | 135 307 | 45 125 CHF | 46 478 CHF | 99,70% | 99,70% |
08/11/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 136 000 | 136 000 | 134 841 | 134 841 | 45 123 CHF | 46 471 CHF | 100,00% | 100,00% |
07/11/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 47 285 CHF | 48 639 CHF | 100,00% | 100,00% |