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 | 2,71% | 0,36 CHF | 0,37 CHF | 375 000 | 375 000 | 167 036 | 167 036 | 62 250 CHF | 63 924 CHF | 99,17% | 99,17% |
19/11/2024 | 2,77% | 0,38 CHF | 0,39 CHF | 380 000 | 380 000 | 167 492 | 167 492 | 62 023 CHF | 63 701 CHF | 99,24% | 99,24% |
18/11/2024 | 3,00% | 0,35 CHF | 0,36 CHF | 375 000 | 375 000 | 161 141 | 161 141 | 54 097 CHF | 55 711 CHF | 97,87% | 97,87% |
15/11/2024 | 2,41% | 0,36 CHF | 0,37 CHF | 375 000 | 375 000 | 118 256 | 118 256 | 46 120 CHF | 47 306 CHF | 96,40% | 96,40% |
14/11/2024 | 3,89% | 0,40 CHF | 0,41 CHF | 380 000 | 380 000 | 124 007 | 124 007 | 51 328 CHF | 52 736 CHF | 86,48% | 86,48% |
13/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 420 000 | 420 000 | 186 381 | 186 381 | 105 803 CHF | 107 670 CHF | 99,05% | 99,05% |
12/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 425 000 | 425 000 | 187 932 | 187 932 | 108 426 CHF | 110 309 CHF | 99,57% | 99,57% |
11/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 425 000 | 425 000 | 188 428 | 188 428 | 110 795 CHF | 112 683 CHF | 98,85% | 98,85% |
08/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 435 000 | 435 000 | 194 109 | 194 109 | 117 105 CHF | 119 050 CHF | 99,77% | 99,77% |
07/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 435 000 | 435 000 | 192 492 | 192 492 | 114 926 CHF | 116 855 CHF | 99,46% | 99,46% |