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 | 2,15% | 0,46 CHF | 0,47 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 42 060 CHF | 42 975 CHF | 100,00% | 100,00% |
19/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 42 440 CHF | 43 354 CHF | 100,00% | 100,00% |
18/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 94 000 | 94 000 | 91 505 | 91 505 | 42 581 CHF | 43 496 CHF | 100,00% | 100,00% |
15/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 94 000 | 94 000 | 91 397 | 91 397 | 43 428 CHF | 44 342 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 94 000 | 94 000 | 92 567 | 92 567 | 47 446 CHF | 48 372 CHF | 99,39% | 99,39% |
13/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 94 000 | 94 000 | 91 731 | 91 731 | 44 561 CHF | 45 478 CHF | 100,00% | 100,00% |
12/11/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 43 720 CHF | 44 631 CHF | 98,86% | 100,00% |
11/11/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 36 340 CHF | 37 218 CHF | 99,93% | 99,93% |
08/11/2024 | 2,74% | 0,41 CHF | 0,42 CHF | 90 000 | 90 000 | 85 908 | 85 908 | 31 099 CHF | 31 958 CHF | 100,00% | 100,00% |
07/11/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 84 000 | 84 000 | 82 887 | 82 887 | 23 492 CHF | 24 321 CHF | 98,41% | 98,41% |