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 | 2,36% | 0,41 CHF | 0,42 CHF | 375 000 | 375 000 | 168 273 | 168 273 | 72 091 CHF | 73 777 CHF | 99,90% | 99,90% |
19/11/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 380 000 | 380 000 | 168 487 | 168 487 | 71 794 CHF | 73 482 CHF | 100,00% | 100,00% |
18/11/2024 | 2,58% | 0,40 CHF | 0,41 CHF | 375 000 | 375 000 | 162 403 | 162 403 | 63 582 CHF | 65 209 CHF | 99,63% | 99,63% |
15/11/2024 | 2,14% | 0,41 CHF | 0,42 CHF | 375 000 | 375 000 | 123 889 | 123 889 | 55 043 CHF | 56 285 CHF | 98,89% | 98,89% |
14/11/2024 | 3,47% | 0,45 CHF | 0,46 CHF | 380 000 | 380 000 | 127 406 | 127 406 | 59 358 CHF | 60 793 CHF | 95,14% | 95,14% |
13/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 420 000 | 420 000 | 187 530 | 187 530 | 116 822 CHF | 118 701 CHF | 99,78% | 99,78% |
12/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 425 000 | 425 000 | 188 509 | 188 509 | 119 364 CHF | 121 253 CHF | 100,00% | 100,00% |
11/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 425 000 | 425 000 | 190 851 | 190 851 | 122 827 CHF | 124 739 CHF | 99,90% | 99,90% |
08/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 435 000 | 435 000 | 194 330 | 194 330 | 127 621 CHF | 129 568 CHF | 100,00% | 100,00% |
07/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 435 000 | 435 000 | 193 440 | 193 440 | 126 104 CHF | 128 042 CHF | 99,85% | 99,85% |