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 | 1,64% | 0,63 CHF | 0,64 CHF | 80 000 | 80 000 | 36 580 | 36 580 | 22 652 CHF | 23 019 CHF | 99,38% | 99,38% |
19/11/2024 | 1,83% | 0,57 CHF | 0,58 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 20 493 CHF | 20 863 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 0,55 CHF | 0,56 CHF | 82 000 | 82 000 | 36 867 | 36 867 | 19 420 CHF | 19 790 CHF | 99,87% | 99,87% |
15/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 82 000 | 82 000 | 36 735 | 36 735 | 20 908 CHF | 21 276 CHF | 99,72% | 99,72% |
14/11/2024 | 1,64% | 0,56 CHF | 0,57 CHF | 82 000 | 82 000 | 36 069 | 36 069 | 21 572 CHF | 21 934 CHF | 98,17% | 98,17% |
13/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 22 646 CHF | 23 013 CHF | 100,00% | 100,00% |
12/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 23 109 CHF | 23 475 CHF | 99,88% | 99,88% |
11/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 80 000 | 80 000 | 35 643 | 35 643 | 23 817 CHF | 24 174 CHF | 99,90% | 99,90% |
08/11/2024 | 1,53% | 0,69 CHF | 0,70 CHF | 80 000 | 80 000 | 36 548 | 36 548 | 24 281 CHF | 24 648 CHF | 99,04% | 99,04% |
07/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 23 392 CHF | 23 751 CHF | 99,90% | 99,90% |