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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,25% | 0,64 CHF | 0,65 CHF | 114 000 | 114 000 | 50 245 | 50 245 | 33 775 CHF | 34 425 CHF | 100,00% | 100,00% |
22/11/2024 | 1,87% | 0,76 CHF | 0,77 CHF | 116 000 | 116 000 | 52 522 | 52 522 | 41 571 CHF | 42 246 CHF | 100,00% | 100,00% |
20/11/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 124 000 | 124 000 | 55 091 | 55 091 | 49 149 CHF | 49 701 CHF | 99,89% | 99,89% |
19/11/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 122 000 | 122 000 | 53 230 | 53 230 | 45 605 CHF | 46 138 CHF | 100,00% | 100,00% |
18/11/2024 | 2,00% | 0,86 CHF | 0,87 CHF | 122 000 | 122 000 | 53 567 | 53 567 | 42 894 CHF | 43 588 CHF | 99,89% | 99,89% |
15/11/2024 | 2,01% | 0,77 CHF | 0,78 CHF | 118 000 | 118 000 | 47 068 | 47 068 | 35 990 CHF | 36 558 CHF | 99,45% | 99,45% |
14/11/2024 | 2,01% | 0,77 CHF | 0,78 CHF | 118 000 | 118 000 | 53 075 | 53 075 | 40 658 CHF | 41 347 CHF | 100,00% | 100,00% |
13/11/2024 | 2,04% | 0,76 CHF | 0,77 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 39 801 CHF | 40 490 CHF | 100,00% | 100,00% |
12/11/2024 | 2,01% | 0,76 CHF | 0,77 CHF | 118 000 | 118 000 | 53 089 | 53 089 | 40 191 CHF | 40 881 CHF | 99,85% | 99,85% |
11/11/2024 | 2,00% | 0,75 CHF | 0,76 CHF | 118 000 | 118 000 | 52 924 | 52 924 | 40 207 CHF | 40 896 CHF | 99,62% | 99,62% |