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 | 2,03% | 0,55 CHF | 0,56 CHF | 315 000 | 315 000 | 110 273 | 110 273 | 57 547 CHF | 58 651 CHF | 99,78% | 99,78% |
19/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 325 000 | 325 000 | 111 940 | 111 940 | 54 378 CHF | 55 499 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 320 000 | 320 000 | 110 121 | 110 121 | 56 367 CHF | 57 470 CHF | 99,90% | 99,90% |
15/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 320 000 | 320 000 | 109 477 | 109 477 | 58 569 CHF | 59 665 CHF | 100,00% | 100,00% |
14/11/2024 | 1,87% | 0,58 CHF | 0,59 CHF | 310 000 | 310 000 | 105 288 | 105 288 | 58 460 CHF | 59 514 CHF | 100,00% | 100,00% |
13/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 315 000 | 315 000 | 109 312 | 109 312 | 58 715 CHF | 59 810 CHF | 100,00% | 100,00% |
12/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 315 000 | 315 000 | 109 261 | 109 261 | 60 396 CHF | 61 489 CHF | 100,00% | 100,00% |
11/11/2024 | 1,77% | 0,61 CHF | 0,62 CHF | 310 000 | 310 000 | 107 626 | 107 626 | 63 043 CHF | 64 121 CHF | 99,77% | 99,77% |
08/11/2024 | 2,48% | 0,58 CHF | 0,59 CHF | 315 000 | 315 000 | 87 353 | 87 353 | 48 927 CHF | 49 910 CHF | 99,21% | 99,21% |
07/11/2024 | 1,48% | 0,73 CHF | 0,74 CHF | 295 000 | 295 000 | 102 779 | 102 779 | 72 670 CHF | 73 699 CHF | 99,85% | 99,85% |