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 | 1,88% | 0,52 CHF | 0,53 CHF | 375 000 | 375 000 | 168 276 | 168 276 | 90 672 CHF | 92 358 CHF | 99,90% | 99,90% |
19/11/2024 | 1,91% | 0,55 CHF | 0,56 CHF | 380 000 | 380 000 | 168 483 | 168 483 | 90 379 CHF | 92 067 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 375 000 | 375 000 | 162 403 | 162 403 | 81 549 CHF | 83 176 CHF | 99,63% | 99,63% |
15/11/2024 | 1,73% | 0,52 CHF | 0,53 CHF | 375 000 | 375 000 | 123 891 | 123 891 | 68 812 CHF | 70 054 CHF | 98,89% | 98,89% |
14/11/2024 | 2,86% | 0,56 CHF | 0,57 CHF | 380 000 | 380 000 | 127 418 | 127 418 | 73 524 CHF | 74 959 CHF | 95,14% | 95,14% |
13/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 420 000 | 420 000 | 187 522 | 187 522 | 137 608 CHF | 139 487 CHF | 99,78% | 99,78% |
12/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 425 000 | 425 000 | 188 508 | 188 508 | 140 154 CHF | 142 042 CHF | 100,00% | 100,00% |
11/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 425 000 | 425 000 | 190 855 | 190 855 | 143 819 CHF | 145 731 CHF | 99,90% | 99,90% |
08/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 435 000 | 435 000 | 194 331 | 194 331 | 148 892 CHF | 150 838 CHF | 100,00% | 100,00% |
07/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 435 000 | 435 000 | 193 441 | 193 441 | 147 075 CHF | 149 013 CHF | 99,85% | 99,85% |