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 | 2,61% | 0,38 CHF | 0,39 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 34 560 CHF | 35 475 CHF | 100,00% | 100,00% |
19/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 34 927 CHF | 35 841 CHF | 100,00% | 100,00% |
18/11/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 94 000 | 94 000 | 91 504 | 91 504 | 34 992 CHF | 35 907 CHF | 100,00% | 100,00% |
15/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 94 000 | 94 000 | 91 397 | 91 397 | 35 874 CHF | 36 788 CHF | 100,00% | 100,00% |
14/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 94 000 | 94 000 | 92 565 | 92 565 | 39 724 CHF | 40 649 CHF | 99,33% | 99,33% |
13/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 94 000 | 94 000 | 91 731 | 91 731 | 37 002 CHF | 37 919 CHF | 100,00% | 100,00% |
12/11/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 36 122 CHF | 37 033 CHF | 98,86% | 100,00% |
11/11/2024 | 2,98% | 0,36 CHF | 0,37 CHF | 92 000 | 92 000 | 87 740 | 87 740 | 29 050 CHF | 29 928 CHF | 99,93% | 99,93% |
08/11/2024 | 3,55% | 0,32 CHF | 0,33 CHF | 90 000 | 90 000 | 85 909 | 85 909 | 23 917 CHF | 24 776 CHF | 100,00% | 100,00% |
07/11/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 84 000 | 84 000 | 82 887 | 82 887 | 16 597 CHF | 17 426 CHF | 98,41% | 98,41% |