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 | 2,31% | 0,49 CHF | 0,50 CHF | 315 000 | 315 000 | 110 292 | 110 292 | 50 826 CHF | 51 930 CHF | 99,78% | 99,78% |
19/11/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 325 000 | 325 000 | 111 934 | 111 934 | 47 552 CHF | 48 673 CHF | 100,00% | 100,00% |
18/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 320 000 | 320 000 | 110 145 | 110 145 | 49 597 CHF | 50 699 CHF | 99,91% | 99,91% |
15/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 320 000 | 320 000 | 109 472 | 109 472 | 51 867 CHF | 52 963 CHF | 100,00% | 100,00% |
14/11/2024 | 2,10% | 0,52 CHF | 0,53 CHF | 310 000 | 310 000 | 105 294 | 105 294 | 51 987 CHF | 53 041 CHF | 100,00% | 100,00% |
13/11/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 315 000 | 315 000 | 109 306 | 109 306 | 51 906 CHF | 53 001 CHF | 100,00% | 100,00% |
12/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 315 000 | 315 000 | 109 264 | 109 264 | 53 672 CHF | 54 766 CHF | 100,00% | 100,00% |
11/11/2024 | 1,98% | 0,55 CHF | 0,56 CHF | 310 000 | 310 000 | 107 637 | 107 637 | 56 464 CHF | 57 542 CHF | 99,78% | 99,78% |
08/11/2024 | 2,75% | 0,52 CHF | 0,53 CHF | 315 000 | 315 000 | 87 356 | 87 356 | 43 622 CHF | 44 606 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,66 CHF | - CHF | 295 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |