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 | 2,42% | 0,39 CHF | 0,40 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 42 988 CHF | 44 042 CHF | 100,00% | 100,00% |
19/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 46 863 CHF | 47 892 CHF | 100,00% | 100,00% |
18/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 48 378 CHF | 49 398 CHF | 100,00% | 100,00% |
15/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 49 274 CHF | 50 275 CHF | 100,00% | 100,00% |
14/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 48 820 CHF | 49 834 CHF | 99,33% | 99,33% |
13/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 48 439 CHF | 49 450 CHF | 100,00% | 100,00% |
12/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 49 449 CHF | 50 452 CHF | 100,00% | 100,00% |
11/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 51 466 CHF | 52 466 CHF | 99,93% | 99,93% |
08/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 48 587 CHF | 49 602 CHF | 100,00% | 100,00% |
07/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 50 688 CHF | 51 687 CHF | 100,00% | 100,00% |