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 | 3,14% | 0,54 CHF | 0,56 CHF | 68 000 | 68 000 | 66 844 | 66 844 | 42 138 CHF | 43 475 CHF | 100,00% | 100,00% |
19/11/2024 | 3,07% | 0,67 CHF | 0,69 CHF | 64 500 | 64 500 | 64 809 | 64 809 | 41 724 CHF | 43 020 CHF | 99,88% | 99,88% |
18/11/2024 | 3,00% | 0,69 CHF | 0,71 CHF | 59 200 | 59 200 | 59 203 | 59 203 | 38 970 CHF | 40 154 CHF | 100,00% | 100,00% |
15/11/2024 | 2,11% | 0,79 CHF | 0,81 CHF | 41 500 | 41 500 | 40 967 | 40 967 | 38 642 CHF | 39 462 CHF | 100,00% | 100,00% |
14/11/2024 | 1,76% | 1,14 CHF | 1,16 CHF | 45 000 | 45 000 | 45 101 | 45 101 | 50 865 CHF | 51 767 CHF | 100,00% | 100,00% |
13/11/2024 | 2,03% | 0,96 CHF | 0,98 CHF | 41 600 | 41 600 | 41 473 | 41 473 | 40 567 CHF | 41 396 CHF | 100,00% | 100,00% |
12/11/2024 | 2,24% | 1,08 CHF | 1,10 CHF | 38 000 | 38 000 | 37 602 | 37 602 | 44 129 CHF | 45 132 CHF | 99,90% | 99,90% |
11/11/2024 | 1,54% | 1,26 CHF | 1,28 CHF | 39 300 | 39 300 | 39 322 | 39 322 | 50 657 CHF | 51 443 CHF | 100,00% | 100,00% |
08/11/2024 | 1,72% | 1,18 CHF | 1,20 CHF | 40 800 | 40 800 | 40 839 | 40 839 | 47 025 CHF | 47 842 CHF | 98,93% | 98,93% |
07/11/2024 | 1,71% | 1,17 CHF | 1,19 CHF | 44 100 | 44 100 | 44 157 | 44 157 | 51 407 CHF | 52 290 CHF | 100,00% | 100,00% |