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 | 2,36% | 0,44 CHF | 0,45 CHF | 80 000 | 80 000 | 36 574 | 36 574 | 15 614 CHF | 15 980 CHF | 99,34% | 99,34% |
19/11/2024 | 2,79% | 0,38 CHF | 0,39 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 13 372 CHF | 13 742 CHF | 100,00% | 100,00% |
18/11/2024 | 3,12% | 0,36 CHF | 0,37 CHF | 82 000 | 82 000 | 36 831 | 36 831 | 12 269 CHF | 12 638 CHF | 99,78% | 99,78% |
15/11/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 13 829 CHF | 14 197 CHF | 99,90% | 99,90% |
14/11/2024 | 2,39% | 0,37 CHF | 0,38 CHF | 82 000 | 82 000 | 36 162 | 36 162 | 14 612 CHF | 14 974 CHF | 98,54% | 98,54% |
13/11/2024 | 2,38% | 0,44 CHF | 0,45 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 15 568 CHF | 15 935 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,41 CHF | 0,42 CHF | 81 000 | 81 000 | 36 562 | 36 562 | 16 034 CHF | 16 401 CHF | 99,88% | 99,88% |
11/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 80 000 | 80 000 | 35 643 | 35 643 | 16 970 CHF | 17 327 CHF | 99,90% | 99,90% |
08/11/2024 | 2,14% | 0,50 CHF | 0,51 CHF | 80 000 | 80 000 | 36 547 | 36 547 | 17 321 CHF | 17 687 CHF | 99,05% | 99,05% |
07/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 81 000 | 81 000 | 35 876 | 35 876 | 16 557 CHF | 16 916 CHF | 99,90% | 99,90% |