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 | 2,24% | 0,75 CHF | 0,76 CHF | 132 000 | 132 000 | 58 457 | 58 457 | 40 940 CHF | 41 700 CHF | 99,33% | 99,33% |
19/11/2024 | 2,25% | 0,68 CHF | 0,69 CHF | 131 000 | 131 000 | 58 575 | 58 575 | 40 200 CHF | 40 960 CHF | 100,00% | 100,00% |
18/11/2024 | 2,28% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 58 170 | 58 170 | 39 583 CHF | 40 340 CHF | 99,78% | 99,78% |
15/11/2024 | 2,22% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 58 101 | 58 101 | 39 838 CHF | 40 594 CHF | 100,00% | 100,00% |
14/11/2024 | 2,30% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 58 306 | 58 306 | 39 348 CHF | 40 108 CHF | 98,51% | 98,51% |
13/11/2024 | 2,54% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 57 747 | 57 747 | 36 555 CHF | 37 304 CHF | 99,80% | 99,80% |
12/11/2024 | 2,55% | 0,59 CHF | 0,60 CHF | 128 000 | 128 000 | 57 686 | 57 686 | 34 614 CHF | 35 363 CHF | 99,88% | 99,88% |
11/11/2024 | 2,49% | 0,58 CHF | 0,59 CHF | 128 000 | 128 000 | 57 764 | 57 764 | 34 557 CHF | 35 309 CHF | 99,90% | 99,90% |
08/11/2024 | 2,26% | 0,63 CHF | 0,64 CHF | 130 000 | 130 000 | 59 192 | 59 192 | 39 245 CHF | 40 012 CHF | 99,05% | 99,05% |
07/11/2024 | 2,31% | 0,69 CHF | 0,70 CHF | 133 000 | 133 000 | 59 007 | 59 007 | 39 584 CHF | 40 349 CHF | 100,00% | 100,00% |