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 | 2,23% | 0,75 CHF | 0,76 CHF | 132 000 | 132 000 | 58 473 | 58 473 | 41 135 CHF | 41 895 CHF | 99,35% | 99,35% |
19/11/2024 | 2,25% | 0,68 CHF | 0,69 CHF | 131 000 | 131 000 | 58 563 | 58 563 | 40 351 CHF | 41 111 CHF | 99,99% | 99,99% |
18/11/2024 | 2,26% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 58 230 | 58 230 | 39 833 CHF | 40 590 CHF | 99,83% | 99,83% |
15/11/2024 | 2,21% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 58 071 | 58 071 | 39 984 CHF | 40 739 CHF | 99,95% | 99,95% |
14/11/2024 | 2,29% | 0,69 CHF | 0,70 CHF | 130 000 | 130 000 | 58 303 | 58 303 | 39 534 CHF | 40 294 CHF | 98,63% | 98,63% |
13/11/2024 | 2,53% | 0,68 CHF | 0,69 CHF | 130 000 | 130 000 | 57 899 | 57 899 | 36 834 CHF | 37 584 CHF | 98,96% | 98,96% |
12/11/2024 | 2,54% | 0,60 CHF | 0,61 CHF | 128 000 | 128 000 | 57 722 | 57 722 | 34 831 CHF | 35 579 CHF | 99,78% | 99,78% |
11/11/2024 | 2,48% | 0,58 CHF | 0,59 CHF | 128 000 | 128 000 | 57 683 | 57 683 | 34 686 CHF | 35 438 CHF | 99,69% | 99,69% |
08/11/2024 | 2,26% | 0,63 CHF | 0,64 CHF | 130 000 | 130 000 | 59 195 | 59 195 | 39 391 CHF | 40 159 CHF | 99,04% | 99,04% |
07/11/2024 | 2,30% | 0,69 CHF | 0,70 CHF | 133 000 | 133 000 | 58 974 | 58 974 | 39 713 CHF | 40 477 CHF | 99,93% | 99,93% |