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 | 1,72% | 0,59 CHF | 0,60 CHF | 485 000 | 485 000 | 216 789 | 216 789 | 127 867 CHF | 130 039 CHF | 99,90% | 99,90% |
19/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 490 000 | 490 000 | 217 116 | 217 116 | 126 528 CHF | 128 703 CHF | 100,00% | 100,00% |
18/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 480 000 | 480 000 | 212 807 | 212 807 | 119 934 CHF | 122 066 CHF | 99,90% | 99,90% |
15/11/2024 | 2,04% | 0,58 CHF | 0,59 CHF | 480 000 | 480 000 | 181 598 | 181 598 | 100 216 CHF | 102 063 CHF | 98,20% | 98,20% |
14/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 465 000 | 465 000 | 206 284 | 206 284 | 109 171 CHF | 111 238 CHF | 100,00% | 100,00% |
13/11/2024 | 2,06% | 0,51 CHF | 0,52 CHF | 465 000 | 465 000 | 202 638 | 202 638 | 100 621 CHF | 102 651 CHF | 100,00% | 100,00% |
12/11/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 465 000 | 465 000 | 204 981 | 204 981 | 101 116 CHF | 103 170 CHF | 100,00% | 100,00% |
11/11/2024 | 3,00% | 0,44 CHF | 0,45 CHF | 445 000 | 445 000 | 187 727 | 187 727 | 80 554 CHF | 82 590 CHF | 99,90% | 99,90% |
08/11/2024 | 2,52% | 0,46 CHF | 0,47 CHF | 455 000 | 455 000 | 197 617 | 197 617 | 85 492 CHF | 87 508 CHF | 99,20% | 99,20% |
07/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 430 000 | 430 000 | 192 772 | 192 772 | 71 285 CHF | 73 217 CHF | 100,00% | 100,00% |