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 | 3,57% | 0,27 CHF | 0,28 CHF | 375 000 | 375 000 | 167 670 | 167 670 | 47 193 CHF | 48 873 CHF | 99,40% | 99,40% |
19/11/2024 | 3,67% | 0,29 CHF | 0,30 CHF | 380 000 | 380 000 | 167 155 | 167 155 | 46 776 CHF | 48 451 CHF | 99,24% | 99,24% |
18/11/2024 | 4,09% | 0,26 CHF | 0,27 CHF | 375 000 | 375 000 | 160 721 | 160 721 | 39 270 CHF | 40 880 CHF | 98,00% | 98,00% |
15/11/2024 | 3,08% | 0,26 CHF | 0,27 CHF | 375 000 | 375 000 | 118 062 | 118 062 | 35 257 CHF | 36 441 CHF | 96,37% | 96,37% |
14/11/2024 | 4,85% | 0,31 CHF | 0,32 CHF | 380 000 | 380 000 | 124 214 | 124 214 | 39 992 CHF | 41 401 CHF | 84,94% | 84,94% |
13/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 420 000 | 420 000 | 185 978 | 185 978 | 88 617 CHF | 90 480 CHF | 98,93% | 98,93% |
12/11/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 425 000 | 425 000 | 187 445 | 187 445 | 91 126 CHF | 93 004 CHF | 99,37% | 99,37% |
11/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 425 000 | 425 000 | 188 144 | 188 144 | 93 463 CHF | 95 348 CHF | 98,76% | 98,76% |
08/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 435 000 | 435 000 | 194 028 | 194 028 | 99 614 CHF | 101 558 CHF | 99,88% | 99,88% |
07/11/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 435 000 | 435 000 | 192 515 | 192 515 | 97 611 CHF | 99 540 CHF | 99,47% | 99,47% |