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 | 1,95% | 0,50 CHF | 0,51 CHF | 80 000 | 80 000 | 36 575 | 36 575 | 18 919 CHF | 19 286 CHF | 99,34% | 99,34% |
19/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 82 000 | 82 000 | 36 855 | 36 855 | 21 273 CHF | 21 643 CHF | 100,00% | 100,00% |
18/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 82 000 | 82 000 | 36 831 | 36 831 | 22 528 CHF | 22 897 CHF | 99,78% | 99,78% |
15/11/2024 | 1,77% | 0,59 CHF | 0,60 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 21 147 CHF | 21 516 CHF | 99,90% | 99,90% |
14/11/2024 | 1,92% | 0,58 CHF | 0,59 CHF | 82 000 | 82 000 | 36 165 | 36 165 | 19 788 CHF | 20 150 CHF | 98,49% | 98,49% |
13/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 81 000 | 81 000 | 36 665 | 36 665 | 19 136 CHF | 19 503 CHF | 100,00% | 100,00% |
12/11/2024 | 2,01% | 0,53 CHF | 0,54 CHF | 81 000 | 81 000 | 36 560 | 36 560 | 18 529 CHF | 18 895 CHF | 99,88% | 99,88% |
11/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 17 041 CHF | 17 399 CHF | 99,90% | 99,90% |
08/11/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 80 000 | 80 000 | 36 546 | 36 546 | 17 371 CHF | 17 737 CHF | 99,05% | 99,05% |
07/11/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 17 535 CHF | 17 894 CHF | 99,90% | 99,90% |