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 | 1,39% | 0,73 CHF | 0,74 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 30 450 CHF | 30 875 CHF | 100,00% | 100,00% |
19/11/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 30 720 CHF | 31 147 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 28 189 CHF | 28 608 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 27 293 CHF | 27 706 CHF | 100,00% | 100,00% |
14/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 29 424 CHF | 29 845 CHF | 100,00% | 100,00% |
13/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 29 036 CHF | 29 456 CHF | 100,00% | 100,00% |
12/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 27 238 CHF | 27 651 CHF | 99,85% | 99,85% |
11/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 22 160 CHF | 22 560 CHF | 99,70% | 99,70% |
08/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 40 000 | 40 000 | 39 993 | 39 993 | 22 679 CHF | 23 078 CHF | 98,83% | 98,83% |
07/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 19 526 CHF | 19 914 CHF | 99,44% | 99,44% |