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 | 2,82% | 0,35 CHF | 0,36 CHF | 419 000 | 419 000 | 419 000 | 419 000 | 146 313 CHF | 150 503 CHF | 100,00% | 100,00% |
19/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 419 000 | 419 000 | 419 000 | 419 000 | 149 758 CHF | 153 948 CHF | 100,00% | 100,00% |
18/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 419 000 | 419 000 | 419 000 | 419 000 | 144 906 CHF | 149 096 CHF | 100,00% | 100,00% |
15/11/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 419 000 | 419 000 | 419 000 | 419 000 | 146 537 CHF | 150 727 CHF | 100,00% | 100,00% |
14/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 419 000 | 419 000 | 423 252 | 423 252 | 158 136 CHF | 162 368 CHF | 99,33% | 99,33% |
13/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 442 000 | 442 000 | 442 000 | 442 000 | 175 958 CHF | 180 378 CHF | 100,00% | 100,00% |
12/11/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 442 000 | 442 000 | 423 457 | 423 457 | 160 562 CHF | 164 797 CHF | 100,00% | 100,00% |
11/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 419 000 | 419 000 | 419 000 | 419 000 | 148 750 CHF | 152 940 CHF | 99,93% | 99,93% |
08/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 419 000 | 419 000 | 418 974 | 418 974 | 149 191 CHF | 153 381 CHF | 100,00% | 100,00% |
07/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 396 000 | 396 000 | 399 594 | 399 594 | 134 928 CHF | 138 924 CHF | 100,00% | 100,00% |