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 | 2,43% | 0,73 CHF | 0,74 CHF | 58 000 | 58 000 | 26 297 | 26 297 | 19 219 CHF | 19 619 CHF | 99,37% | 99,37% |
19/11/2024 | 2,44% | 0,73 CHF | 0,74 CHF | 58 000 | 58 000 | 26 256 | 26 256 | 19 134 CHF | 19 534 CHF | 100,00% | 100,00% |
18/11/2024 | 2,16% | 0,79 CHF | 0,80 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 21 020 CHF | 21 413 CHF | 99,87% | 99,87% |
15/11/2024 | 2,31% | 0,82 CHF | 0,83 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 20 343 CHF | 20 741 CHF | 99,72% | 99,72% |
14/11/2024 | 2,06% | 0,85 CHF | 0,86 CHF | 57 000 | 57 000 | 25 345 | 25 345 | 22 036 CHF | 22 419 CHF | 98,61% | 98,61% |
13/11/2024 | 2,13% | 0,91 CHF | 0,92 CHF | 56 000 | 56 000 | 25 776 | 25 776 | 22 067 CHF | 22 459 CHF | 100,00% | 100,00% |
12/11/2024 | 1,98% | 0,84 CHF | 0,85 CHF | 57 000 | 57 000 | 25 590 | 25 590 | 22 679 CHF | 23 067 CHF | 99,88% | 99,88% |
11/11/2024 | 2,10% | 0,90 CHF | 0,91 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 22 585 CHF | 22 974 CHF | 99,76% | 99,76% |
08/11/2024 | 2,37% | 0,83 CHF | 0,84 CHF | 58 000 | 58 000 | 26 550 | 26 550 | 20 269 CHF | 20 671 CHF | 98,52% | 98,52% |
07/11/2024 | 2,10% | 0,76 CHF | 0,77 CHF | 59 000 | 59 000 | 26 260 | 26 260 | 21 718 CHF | 22 117 CHF | 100,00% | 100,00% |