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 | 2,02% | 0,49 CHF | 0,50 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 44 744 CHF | 45 659 CHF | 100,00% | 100,00% |
19/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 45 098 CHF | 46 012 CHF | 100,00% | 100,00% |
18/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 94 000 | 94 000 | 91 505 | 91 505 | 45 256 CHF | 46 171 CHF | 100,00% | 100,00% |
15/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 94 000 | 94 000 | 91 396 | 91 396 | 46 114 CHF | 47 028 CHF | 100,00% | 100,00% |
14/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 94 000 | 94 000 | 92 566 | 92 566 | 50 166 CHF | 51 091 CHF | 99,33% | 99,33% |
13/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 94 000 | 94 000 | 91 731 | 91 731 | 47 266 CHF | 48 184 CHF | 100,00% | 100,00% |
12/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 46 415 CHF | 47 327 CHF | 98,86% | 100,00% |
11/11/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 92 000 | 92 000 | 87 740 | 87 740 | 38 966 CHF | 39 843 CHF | 99,93% | 99,93% |
08/11/2024 | 2,53% | 0,44 CHF | 0,45 CHF | 90 000 | 90 000 | 85 909 | 85 909 | 33 674 CHF | 34 533 CHF | 100,00% | 100,00% |
07/11/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 84 000 | 84 000 | 82 886 | 82 886 | 26 001 CHF | 26 830 CHF | 98,41% | 98,41% |