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 | 1,90% | 0,52 CHF | 0,53 CHF | 375 000 | 375 000 | 165 793 | 165 793 | 88 345 CHF | 90 006 CHF | 98,60% | 98,60% |
19/11/2024 | 1,93% | 0,54 CHF | 0,55 CHF | 380 000 | 380 000 | 167 312 | 167 312 | 88 718 CHF | 90 394 CHF | 99,13% | 99,13% |
18/11/2024 | 2,03% | 0,51 CHF | 0,52 CHF | 375 000 | 375 000 | 160 898 | 160 898 | 79 940 CHF | 81 552 CHF | 97,81% | 97,81% |
15/11/2024 | 1,75% | 0,52 CHF | 0,53 CHF | 375 000 | 375 000 | 118 786 | 118 786 | 65 443 CHF | 66 634 CHF | 96,51% | 96,51% |
14/11/2024 | 2,88% | 0,56 CHF | 0,57 CHF | 380 000 | 380 000 | 121 986 | 121 986 | 70 283 CHF | 71 672 CHF | 85,91% | 85,91% |
13/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 420 000 | 420 000 | 185 962 | 185 962 | 135 324 CHF | 137 188 CHF | 98,92% | 98,92% |
12/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 425 000 | 425 000 | 187 799 | 187 799 | 138 349 CHF | 140 231 CHF | 99,33% | 99,33% |
11/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 425 000 | 425 000 | 188 209 | 188 209 | 140 550 CHF | 142 436 CHF | 98,68% | 98,68% |
08/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 435 000 | 435 000 | 192 728 | 192 728 | 146 583 CHF | 148 514 CHF | 99,12% | 99,12% |
07/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 435 000 | 435 000 | 192 558 | 192 558 | 145 538 CHF | 147 467 CHF | 99,47% | 99,47% |