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 | 2,41% | 0,41 CHF | 0,42 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 37 461 CHF | 38 376 CHF | 100,00% | 100,00% |
19/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 36 552 CHF | 37 466 CHF | 100,00% | 100,00% |
18/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 94 000 | 94 000 | 91 504 | 91 504 | 36 921 CHF | 37 836 CHF | 100,00% | 100,00% |
15/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 94 000 | 94 000 | 91 396 | 91 396 | 36 424 CHF | 37 338 CHF | 100,00% | 100,00% |
14/11/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 94 000 | 94 000 | 92 567 | 92 567 | 33 568 CHF | 34 494 CHF | 99,39% | 99,39% |
13/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 94 000 | 94 000 | 91 731 | 91 731 | 35 601 CHF | 36 518 CHF | 100,00% | 100,00% |
12/11/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 36 345 CHF | 37 256 CHF | 98,86% | 100,00% |
11/11/2024 | 2,11% | 0,44 CHF | 0,45 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 41 169 CHF | 42 047 CHF | 99,93% | 99,93% |
08/11/2024 | 1,90% | 0,48 CHF | 0,49 CHF | 90 000 | 90 000 | 85 909 | 85 909 | 44 829 CHF | 45 688 CHF | 100,00% | 100,00% |
07/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 84 000 | 84 000 | 82 886 | 82 886 | 50 192 CHF | 51 021 CHF | 98,41% | 98,41% |