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 | 1,67% | 0,62 CHF | 0,63 CHF | 80 000 | 80 000 | 36 575 | 36 575 | 22 224 CHF | 22 590 CHF | 99,34% | 99,34% |
19/11/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 20 016 CHF | 20 386 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,54 CHF | 0,55 CHF | 82 000 | 82 000 | 36 832 | 36 832 | 18 929 CHF | 19 298 CHF | 99,78% | 99,78% |
15/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 20 521 CHF | 20 890 CHF | 99,90% | 99,90% |
14/11/2024 | 1,67% | 0,55 CHF | 0,56 CHF | 82 000 | 82 000 | 36 164 | 36 164 | 21 173 CHF | 21 536 CHF | 98,51% | 98,51% |
13/11/2024 | 1,68% | 0,62 CHF | 0,63 CHF | 81 000 | 81 000 | 36 668 | 36 668 | 22 173 CHF | 22 540 CHF | 100,00% | 100,00% |
12/11/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 22 615 CHF | 22 981 CHF | 99,88% | 99,88% |
11/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 23 357 CHF | 23 714 CHF | 99,90% | 99,90% |
08/11/2024 | 1,56% | 0,68 CHF | 0,69 CHF | 80 000 | 80 000 | 36 547 | 36 547 | 23 832 CHF | 24 198 CHF | 99,05% | 99,05% |
07/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 22 927 CHF | 23 287 CHF | 99,90% | 99,90% |