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 | 2,17% | 0,42 CHF | 0,43 CHF | 86 100 | 86 100 | 85 047 | 85 047 | 38 864 CHF | 39 714 CHF | 100,00% | 100,00% |
19/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 78 700 | 78 700 | 78 053 | 78 053 | 38 256 CHF | 39 037 CHF | 100,00% | 100,00% |
18/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 71 400 | 71 400 | 71 604 | 71 604 | 37 508 CHF | 38 224 CHF | 100,00% | 100,00% |
15/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 78 400 | 78 400 | 78 113 | 78 113 | 46 745 CHF | 47 526 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 0,54 CHF | 0,55 CHF | 89 200 | 89 200 | 90 117 | 90 117 | 44 836 CHF | 45 737 CHF | 99,35% | 99,35% |
13/11/2024 | 1,60% | 0,36 CHF | 0,37 CHF | 50 200 | 50 200 | 47 613 | 47 613 | 31 537 CHF | 32 013 CHF | 99,46% | 99,46% |
12/11/2024 | 1,02% | 0,88 CHF | 0,89 CHF | 44 100 | 44 100 | 43 445 | 43 445 | 42 325 CHF | 42 760 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 42 500 | 42 500 | 42 559 | 42 559 | 42 654 CHF | 43 080 CHF | 99,93% | 99,93% |
08/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 37 200 | 37 200 | 36 884 | 36 884 | 36 813 CHF | 37 182 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 41 100 | 41 100 | 40 867 | 40 867 | 51 220 CHF | 51 629 CHF | 99,43% | 99,43% |