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 | 2,65% | 0,52 CHF | 0,53 CHF | 132 000 | 132 000 | 58 466 | 58 466 | 33 011 CHF | 33 771 CHF | 99,38% | 99,38% |
19/11/2024 | 2,62% | 0,58 CHF | 0,59 CHF | 131 000 | 131 000 | 58 560 | 58 560 | 33 749 CHF | 34 510 CHF | 99,99% | 99,99% |
18/11/2024 | 2,57% | 0,59 CHF | 0,60 CHF | 130 000 | 130 000 | 58 121 | 58 121 | 34 251 CHF | 35 008 CHF | 99,71% | 99,71% |
15/11/2024 | 2,62% | 0,60 CHF | 0,61 CHF | 130 000 | 130 000 | 58 101 | 58 101 | 34 245 CHF | 35 001 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 0,59 CHF | 0,60 CHF | 130 000 | 130 000 | 58 261 | 58 261 | 35 055 CHF | 35 815 CHF | 98,44% | 98,44% |
13/11/2024 | 2,33% | 0,59 CHF | 0,60 CHF | 130 000 | 130 000 | 57 506 | 57 506 | 36 598 CHF | 37 346 CHF | 98,92% | 98,92% |
12/11/2024 | 2,29% | 0,67 CHF | 0,68 CHF | 128 000 | 128 000 | 57 698 | 57 698 | 38 620 CHF | 39 369 CHF | 99,88% | 99,88% |
11/11/2024 | 2,36% | 0,69 CHF | 0,70 CHF | 128 000 | 128 000 | 57 763 | 57 763 | 38 658 CHF | 39 410 CHF | 99,90% | 99,90% |
08/11/2024 | 2,62% | 0,63 CHF | 0,64 CHF | 130 000 | 130 000 | 59 194 | 59 194 | 35 350 CHF | 36 118 CHF | 99,04% | 99,04% |
07/11/2024 | 2,55% | 0,57 CHF | 0,58 CHF | 133 000 | 133 000 | 59 007 | 59 007 | 34 895 CHF | 35 659 CHF | 100,00% | 100,00% |