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 | 2,56% | 0,54 CHF | 0,55 CHF | 132 000 | 132 000 | 58 456 | 58 456 | 34 225 CHF | 34 986 CHF | 99,33% | 99,33% |
19/11/2024 | 2,53% | 0,60 CHF | 0,61 CHF | 131 000 | 131 000 | 58 563 | 58 563 | 34 995 CHF | 35 755 CHF | 100,00% | 100,00% |
18/11/2024 | 2,48% | 0,61 CHF | 0,62 CHF | 130 000 | 130 000 | 58 168 | 58 168 | 35 466 CHF | 36 222 CHF | 99,77% | 99,77% |
15/11/2024 | 2,53% | 0,62 CHF | 0,63 CHF | 130 000 | 130 000 | 58 101 | 58 101 | 35 477 CHF | 36 233 CHF | 100,00% | 100,00% |
14/11/2024 | 2,44% | 0,61 CHF | 0,62 CHF | 130 000 | 130 000 | 58 307 | 58 307 | 36 349 CHF | 37 109 CHF | 98,53% | 98,53% |
13/11/2024 | 2,25% | 0,62 CHF | 0,63 CHF | 130 000 | 130 000 | 57 747 | 57 747 | 37 973 CHF | 38 721 CHF | 99,80% | 99,80% |
12/11/2024 | 2,22% | 0,70 CHF | 0,71 CHF | 128 000 | 128 000 | 57 694 | 57 694 | 39 811 CHF | 40 559 CHF | 99,89% | 99,89% |
11/11/2024 | 2,29% | 0,71 CHF | 0,72 CHF | 128 000 | 128 000 | 57 763 | 57 763 | 39 845 CHF | 40 598 CHF | 99,90% | 99,90% |
08/11/2024 | 2,53% | 0,65 CHF | 0,66 CHF | 130 000 | 130 000 | 59 193 | 59 193 | 36 580 CHF | 37 347 CHF | 99,05% | 99,05% |
07/11/2024 | 2,47% | 0,59 CHF | 0,60 CHF | 133 000 | 133 000 | 59 022 | 59 022 | 36 130 CHF | 36 895 CHF | 100,00% | 100,00% |