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 | 1,97% | 0,52 CHF | 0,53 CHF | 110 000 | 110 000 | 109 125 | 109 125 | 54 807 CHF | 55 898 CHF | 99,49% | 99,49% |
19/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 108 000 | 108 000 | 108 645 | 108 645 | 53 014 CHF | 54 100 CHF | 100,00% | 100,00% |
18/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 46 562 CHF | 47 622 CHF | 99,88% | 99,88% |
15/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 106 000 | 106 000 | 106 162 | 106 162 | 47 839 CHF | 48 901 CHF | 100,00% | 100,00% |
14/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 108 000 | 108 000 | 107 944 | 107 944 | 51 624 CHF | 52 703 CHF | 98,65% | 98,65% |
13/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 108 000 | 108 000 | 108 219 | 108 219 | 52 465 CHF | 53 547 CHF | 100,00% | 100,00% |
12/11/2024 | 2,16% | 0,49 CHF | 0,50 CHF | 108 000 | 108 000 | 106 996 | 106 996 | 49 115 CHF | 50 185 CHF | 99,88% | 99,88% |
11/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 45 707 CHF | 46 767 CHF | 100,00% | 100,00% |
08/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 108 000 | 108 000 | 107 925 | 107 925 | 51 774 CHF | 52 854 CHF | 99,04% | 99,04% |
07/11/2024 | 2,19% | 0,48 CHF | 0,49 CHF | 108 000 | 108 000 | 105 748 | 105 748 | 47 939 CHF | 48 996 CHF | 100,00% | 100,00% |