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 | 2,16% | 0,67 CHF | 0,68 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 28 534 CHF | 29 066 CHF | 99,90% | 99,90% |
19/11/2024 | 1,98% | 0,76 CHF | 0,77 CHF | 92 000 | 92 000 | 38 254 | 38 254 | 29 518 CHF | 30 022 CHF | 100,00% | 100,00% |
18/11/2024 | 2,14% | 0,76 CHF | 0,77 CHF | 90 000 | 90 000 | 41 033 | 41 033 | 29 712 CHF | 30 244 CHF | 99,90% | 99,90% |
15/11/2024 | 2,11% | 0,75 CHF | 0,76 CHF | 90 000 | 90 000 | 36 799 | 36 799 | 27 667 CHF | 28 118 CHF | 100,00% | 100,00% |
14/11/2024 | 2,02% | 0,75 CHF | 0,76 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 30 529 CHF | 31 055 CHF | 100,00% | 100,00% |
13/11/2024 | 2,29% | 0,71 CHF | 0,72 CHF | 92 000 | 92 000 | 41 450 | 41 450 | 28 073 CHF | 28 609 CHF | 98,61% | 99,79% |
12/11/2024 | 2,01% | 0,70 CHF | 0,71 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 30 829 CHF | 31 357 CHF | 100,00% | 100,00% |
11/11/2024 | 4,90% | 0,79 CHF | 0,80 CHF | 90 000 | 90 000 | 22 703 | 22 703 | 16 589 CHF | 17 259 CHF | 99,53% | 99,53% |
08/11/2024 | 2,62% | 0,65 CHF | 0,66 CHF | 94 000 | 94 000 | 42 800 | 42 800 | 25 921 CHF | 26 475 CHF | 98,78% | 98,78% |
07/11/2024 | 2,56% | 0,60 CHF | 0,61 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 25 659 CHF | 26 214 CHF | 100,00% | 100,00% |