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 | 3,00% | 0,33 CHF | 0,34 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 30 065 CHF | 30 980 CHF | 100,00% | 100,00% |
19/11/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 29 259 CHF | 30 173 CHF | 100,00% | 100,00% |
18/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 94 000 | 94 000 | 91 504 | 91 504 | 29 605 CHF | 30 520 CHF | 100,00% | 100,00% |
15/11/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 94 000 | 94 000 | 91 396 | 91 396 | 29 033 CHF | 29 947 CHF | 100,00% | 100,00% |
14/11/2024 | 3,49% | 0,30 CHF | 0,31 CHF | 94 000 | 94 000 | 92 565 | 92 565 | 26 095 CHF | 27 021 CHF | 99,33% | 99,33% |
13/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 94 000 | 94 000 | 91 731 | 91 731 | 28 217 CHF | 29 134 CHF | 100,00% | 100,00% |
12/11/2024 | 3,09% | 0,30 CHF | 0,31 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 29 015 CHF | 29 926 CHF | 98,86% | 100,00% |
11/11/2024 | 2,54% | 0,36 CHF | 0,37 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 34 109 CHF | 34 986 CHF | 99,93% | 99,93% |
08/11/2024 | 2,24% | 0,40 CHF | 0,41 CHF | 90 000 | 90 000 | 85 909 | 85 909 | 37 941 CHF | 38 800 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 84 000 | 84 000 | 82 886 | 82 886 | 43 552 CHF | 44 381 CHF | 98,41% | 98,41% |