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 | 3,54% | 0,28 CHF | 0,29 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 25 427 CHF | 26 342 CHF | 100,00% | 100,00% |
19/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 24 671 CHF | 25 585 CHF | 100,00% | 100,00% |
18/11/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 94 000 | 94 000 | 91 504 | 91 504 | 24 981 CHF | 25 897 CHF | 100,00% | 100,00% |
15/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 94 000 | 94 000 | 91 397 | 91 397 | 24 408 CHF | 25 322 CHF | 100,00% | 100,00% |
14/11/2024 | 4,25% | 0,25 CHF | 0,26 CHF | 94 000 | 94 000 | 92 565 | 92 565 | 21 370 CHF | 22 295 CHF | 99,34% | 99,34% |
13/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 94 000 | 94 000 | 91 730 | 91 730 | 23 557 CHF | 24 474 CHF | 100,00% | 100,00% |
12/11/2024 | 3,67% | 0,25 CHF | 0,26 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 24 392 CHF | 25 303 CHF | 98,86% | 100,00% |
11/11/2024 | 2,92% | 0,31 CHF | 0,32 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 29 628 CHF | 30 505 CHF | 99,93% | 99,93% |
08/11/2024 | 2,54% | 0,35 CHF | 0,36 CHF | 90 000 | 90 000 | 85 908 | 85 908 | 33 508 CHF | 34 367 CHF | 100,00% | 100,00% |
07/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 84 000 | 84 000 | 82 886 | 82 886 | 39 218 CHF | 40 046 CHF | 98,41% | 98,41% |