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 | 2,76% | 0,35 CHF | 0,36 CHF | 80 000 | 80 000 | 36 578 | 36 578 | 13 322 CHF | 13 689 CHF | 99,38% | 99,38% |
19/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 82 000 | 82 000 | 36 854 | 36 854 | 15 692 CHF | 16 061 CHF | 100,00% | 100,00% |
18/11/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 82 000 | 82 000 | 36 836 | 36 836 | 16 940 CHF | 17 309 CHF | 99,79% | 99,79% |
15/11/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 82 000 | 82 000 | 36 734 | 36 734 | 15 493 CHF | 15 861 CHF | 99,72% | 99,72% |
14/11/2024 | 2,70% | 0,43 CHF | 0,44 CHF | 82 000 | 82 000 | 36 165 | 36 165 | 14 257 CHF | 14 619 CHF | 98,50% | 98,50% |
13/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 81 000 | 81 000 | 36 666 | 36 666 | 13 588 CHF | 13 955 CHF | 100,00% | 100,00% |
12/11/2024 | 2,87% | 0,38 CHF | 0,39 CHF | 81 000 | 81 000 | 36 561 | 36 561 | 13 014 CHF | 13 381 CHF | 99,88% | 99,88% |
11/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 11 675 CHF | 12 032 CHF | 99,90% | 99,90% |
08/11/2024 | 3,07% | 0,30 CHF | 0,31 CHF | 80 000 | 80 000 | 36 547 | 36 547 | 11 903 CHF | 12 269 CHF | 99,04% | 99,04% |
07/11/2024 | 2,99% | 0,36 CHF | 0,37 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 12 168 CHF | 12 528 CHF | 99,90% | 99,90% |