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 | 2,13% | 0,46 CHF | 0,47 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 42 558 CHF | 43 473 CHF | 100,00% | 100,00% |
19/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 41 817 CHF | 42 731 CHF | 100,00% | 100,00% |
18/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 94 000 | 94 000 | 91 504 | 91 504 | 42 098 CHF | 43 013 CHF | 100,00% | 100,00% |
15/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 94 000 | 94 000 | 91 397 | 91 397 | 41 620 CHF | 42 534 CHF | 100,00% | 100,00% |
14/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 94 000 | 94 000 | 92 564 | 92 564 | 38 763 CHF | 39 688 CHF | 99,33% | 99,33% |
13/11/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 94 000 | 94 000 | 91 730 | 91 730 | 40 772 CHF | 41 689 CHF | 100,00% | 100,00% |
12/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 94 000 | 94 000 | 91 114 | 91 114 | 41 552 CHF | 42 464 CHF | 98,86% | 100,00% |
11/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 46 209 CHF | 47 086 CHF | 99,93% | 99,93% |
08/11/2024 | 1,71% | 0,53 CHF | 0,54 CHF | 90 000 | 90 000 | 85 909 | 85 909 | 49 738 CHF | 50 597 CHF | 100,00% | 100,00% |
07/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 84 000 | 84 000 | 82 886 | 82 886 | 54 922 CHF | 55 751 CHF | 98,41% | 98,41% |