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 | 1,85% | 0,53 CHF | 0,54 CHF | 80 000 | 80 000 | 36 579 | 36 579 | 19 939 CHF | 20 305 CHF | 99,38% | 99,38% |
19/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 22 325 CHF | 22 694 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 82 000 | 82 000 | 36 837 | 36 837 | 23 585 CHF | 23 954 CHF | 99,79% | 99,79% |
15/11/2024 | 1,69% | 0,62 CHF | 0,63 CHF | 82 000 | 82 000 | 36 735 | 36 735 | 22 147 CHF | 22 515 CHF | 99,72% | 99,72% |
14/11/2024 | 1,82% | 0,61 CHF | 0,62 CHF | 82 000 | 82 000 | 36 162 | 36 162 | 20 810 CHF | 21 172 CHF | 98,56% | 98,56% |
13/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 81 000 | 81 000 | 36 667 | 36 667 | 20 194 CHF | 20 561 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 0,56 CHF | 0,57 CHF | 81 000 | 81 000 | 36 568 | 36 568 | 19 596 CHF | 19 962 CHF | 99,88% | 99,88% |
11/11/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 80 000 | 80 000 | 35 640 | 35 640 | 18 062 CHF | 18 419 CHF | 99,90% | 99,90% |
08/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 80 000 | 80 000 | 36 547 | 36 547 | 18 424 CHF | 18 790 CHF | 99,04% | 99,04% |
07/11/2024 | 1,97% | 0,54 CHF | 0,55 CHF | 81 000 | 81 000 | 35 876 | 35 876 | 18 550 CHF | 18 910 CHF | 99,90% | 99,90% |