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 | 2,89% | 0,35 CHF | 0,36 CHF | 249 000 | 249 000 | 247 601 | 247 601 | 84 439 CHF | 86 915 CHF | 100,00% | 100,00% |
19/11/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 244 000 | 244 000 | 241 402 | 241 402 | 77 001 CHF | 79 415 CHF | 100,00% | 100,00% |
18/11/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 239 000 | 239 000 | 239 000 | 239 000 | 74 690 CHF | 77 080 CHF | 100,00% | 100,00% |
15/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 234 000 | 234 000 | 234 346 | 234 346 | 72 292 CHF | 74 635 CHF | 100,00% | 100,00% |
14/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 234 000 | 234 000 | 237 396 | 237 396 | 73 652 CHF | 76 026 CHF | 99,39% | 99,39% |
13/11/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 239 000 | 239 000 | 236 845 | 236 845 | 74 074 CHF | 76 443 CHF | 100,00% | 100,00% |
12/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 239 000 | 239 000 | 234 798 | 234 798 | 72 015 CHF | 74 363 CHF | 100,00% | 100,00% |
11/11/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 234 000 | 234 000 | 233 995 | 233 995 | 70 120 CHF | 72 460 CHF | 99,93% | 99,93% |
08/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 239 000 | 239 000 | 237 799 | 237 799 | 74 732 CHF | 77 110 CHF | 100,00% | 100,00% |
07/11/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 234 000 | 234 000 | 233 991 | 233 991 | 70 891 CHF | 73 231 CHF | 100,00% | 100,00% |