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 | 2,30% | 0,45 CHF | 0,46 CHF | 80 000 | 80 000 | 36 579 | 36 579 | 16 035 CHF | 16 401 CHF | 99,38% | 99,38% |
19/11/2024 | 2,71% | 0,39 CHF | 0,40 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 13 792 CHF | 14 162 CHF | 100,00% | 100,00% |
18/11/2024 | 3,02% | 0,37 CHF | 0,38 CHF | 82 000 | 82 000 | 36 860 | 36 860 | 12 686 CHF | 13 055 CHF | 99,86% | 99,86% |
15/11/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 82 000 | 82 000 | 36 735 | 36 735 | 14 236 CHF | 14 604 CHF | 99,72% | 99,72% |
14/11/2024 | 2,32% | 0,38 CHF | 0,39 CHF | 82 000 | 82 000 | 36 100 | 36 100 | 15 014 CHF | 15 376 CHF | 98,34% | 98,34% |
13/11/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 81 000 | 81 000 | 36 668 | 36 668 | 15 989 CHF | 16 356 CHF | 100,00% | 100,00% |
12/11/2024 | 2,21% | 0,42 CHF | 0,43 CHF | 81 000 | 81 000 | 36 569 | 36 569 | 16 496 CHF | 16 862 CHF | 99,88% | 99,88% |
11/11/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 80 000 | 80 000 | 35 640 | 35 640 | 17 384 CHF | 17 741 CHF | 99,90% | 99,90% |
08/11/2024 | 2,09% | 0,51 CHF | 0,52 CHF | 80 000 | 80 000 | 36 548 | 36 548 | 17 732 CHF | 18 098 CHF | 99,04% | 99,04% |
07/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 16 971 CHF | 17 331 CHF | 99,90% | 99,90% |