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 | 2,44% | 0,43 CHF | 0,44 CHF | 164 000 | 164 000 | 164 000 | 164 000 | 66 455 CHF | 68 095 CHF | 99,43% | 99,43% |
19/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 164 000 | 164 000 | 164 000 | 164 000 | 75 000 CHF | 76 640 CHF | 100,00% | 100,00% |
18/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 164 000 | 164 000 | 164 000 | 164 000 | 70 820 CHF | 72 460 CHF | 99,88% | 99,88% |
15/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 164 000 | 164 000 | 164 000 | 164 000 | 72 725 CHF | 74 365 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 164 000 | 164 000 | 164 000 | 164 000 | 70 811 CHF | 72 451 CHF | 98,61% | 98,61% |
13/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 164 000 | 164 000 | 163 997 | 163 997 | 73 178 CHF | 74 818 CHF | 99,86% | 99,86% |
12/11/2024 | 2,49% | 0,43 CHF | 0,44 CHF | 164 000 | 164 000 | 163 434 | 163 434 | 64 941 CHF | 66 575 CHF | 99,90% | 99,90% |
11/11/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 154 000 | 154 000 | 160 858 | 160 858 | 61 564 CHF | 63 173 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 164 000 | 164 000 | 163 966 | 163 966 | 68 326 CHF | 69 965 CHF | 98,30% | 98,30% |
07/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 154 000 | 154 000 | 154 000 | 154 000 | 52 927 CHF | 54 467 CHF | 100,00% | 100,00% |