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 | 3,11% | 0,29 CHF | 0,30 CHF | 124 000 | 124 000 | 55 092 | 55 092 | 17 282 CHF | 17 834 CHF | 99,90% | 99,90% |
19/11/2024 | 2,82% | 0,33 CHF | 0,34 CHF | 122 000 | 122 000 | 53 232 | 53 232 | 18 565 CHF | 19 098 CHF | 100,00% | 100,00% |
18/11/2024 | 3,45% | 0,35 CHF | 0,36 CHF | 122 000 | 122 000 | 53 569 | 53 569 | 21 995 CHF | 22 688 CHF | 99,89% | 99,89% |
15/11/2024 | 3,36% | 0,45 CHF | 0,46 CHF | 118 000 | 118 000 | 46 957 | 46 957 | 21 328 CHF | 21 895 CHF | 99,45% | 99,45% |
14/11/2024 | 3,34% | 0,45 CHF | 0,46 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 24 077 CHF | 24 767 CHF | 100,00% | 100,00% |
13/11/2024 | 3,31% | 0,45 CHF | 0,46 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 24 545 CHF | 25 235 CHF | 100,00% | 100,00% |
12/11/2024 | 3,41% | 0,46 CHF | 0,47 CHF | 118 000 | 118 000 | 53 099 | 53 099 | 24 127 CHF | 24 817 CHF | 99,85% | 99,85% |
11/11/2024 | 3,49% | 0,46 CHF | 0,47 CHF | 118 000 | 118 000 | 53 068 | 53 068 | 23 799 CHF | 24 490 CHF | 99,61% | 99,61% |
08/11/2024 | 2,42% | 0,44 CHF | 0,45 CHF | 120 000 | 120 000 | 54 068 | 54 068 | 22 858 CHF | 23 400 CHF | 100,00% | 100,00% |
07/11/2024 | 2,63% | 0,43 CHF | 0,44 CHF | 120 000 | 120 000 | 52 351 | 52 351 | 22 445 CHF | 22 995 CHF | 99,90% | 99,90% |