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 | 2,66% | 0,38 CHF | 0,39 CHF | 212 000 | 212 000 | 210 883 | 210 883 | 78 339 CHF | 80 447 CHF | 100,00% | 100,00% |
19/11/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 208 000 | 208 000 | 205 921 | 205 921 | 71 787 CHF | 73 846 CHF | 100,00% | 100,00% |
18/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 204 000 | 204 000 | 204 000 | 204 000 | 69 345 CHF | 71 385 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 200 277 | 200 277 | 66 475 CHF | 68 478 CHF | 100,00% | 100,00% |
14/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 202 717 | 202 717 | 68 323 CHF | 70 350 CHF | 99,33% | 99,33% |
13/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 204 000 | 204 000 | 202 276 | 202 276 | 68 148 CHF | 70 171 CHF | 100,00% | 100,00% |
12/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 204 000 | 204 000 | 200 639 | 200 639 | 66 266 CHF | 68 272 CHF | 100,00% | 100,00% |
11/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 199 995 | 199 995 | 64 031 CHF | 66 031 CHF | 99,93% | 99,93% |
08/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 204 000 | 204 000 | 203 040 | 203 040 | 68 817 CHF | 70 848 CHF | 100,00% | 100,00% |
07/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 199 992 | 199 992 | 65 800 CHF | 67 800 CHF | 100,00% | 100,00% |