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 | 2,71% | 0,32 CHF | 0,33 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 19 981 CHF | 20 526 CHF | 99,48% | 99,48% |
19/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 21 551 CHF | 22 095 CHF | 100,00% | 100,00% |
18/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 26 623 CHF | 27 153 CHF | 99,89% | 99,89% |
15/11/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 25 784 CHF | 26 315 CHF | 100,00% | 100,00% |
14/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 23 247 CHF | 23 786 CHF | 98,58% | 98,58% |
13/11/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 22 637 CHF | 23 178 CHF | 100,00% | 100,00% |
12/11/2024 | 2,12% | 0,41 CHF | 0,42 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 25 103 CHF | 25 638 CHF | 99,88% | 99,88% |
11/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 28 185 CHF | 28 715 CHF | 100,00% | 100,00% |
08/11/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 23 703 CHF | 24 243 CHF | 99,04% | 99,04% |
07/11/2024 | 2,00% | 0,44 CHF | 0,45 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 26 368 CHF | 26 897 CHF | 100,00% | 100,00% |