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 | 1,10% | 0,92 CHF | 0,93 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 38 417 CHF | 38 842 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 38 789 CHF | 39 216 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 36 128 CHF | 36 547 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 35 108 CHF | 35 521 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 37 378 CHF | 37 799 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 36 998 CHF | 37 418 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 35 040 CHF | 35 453 CHF | 99,87% | 99,87% |
11/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 29 695 CHF | 30 095 CHF | 99,70% | 99,70% |
08/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 30 249 CHF | 30 649 CHF | 98,83% | 98,83% |
07/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 26 828 CHF | 27 217 CHF | 99,44% | 99,44% |