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 | 2,34% | 0,42 CHF | 0,43 CHF | 185 000 | 185 000 | 180 065 | 180 065 | 75 888 CHF | 77 689 CHF | 100,00% | 100,00% |
19/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 76 411 CHF | 78 210 CHF | 100,00% | 100,00% |
18/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 185 000 | 185 000 | 180 087 | 180 087 | 76 625 CHF | 78 425 CHF | 100,00% | 100,00% |
15/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 185 000 | 185 000 | 179 872 | 179 872 | 77 672 CHF | 79 471 CHF | 100,00% | 100,00% |
14/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 185 000 | 185 000 | 182 214 | 182 214 | 82 203 CHF | 84 025 CHF | 99,39% | 99,39% |
13/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 185 000 | 185 000 | 180 539 | 180 539 | 78 930 CHF | 80 736 CHF | 100,00% | 100,00% |
12/11/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 185 000 | 185 000 | 179 309 | 179 309 | 77 925 CHF | 79 718 CHF | 98,86% | 100,00% |
11/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 69 430 CHF | 71 156 CHF | 99,93% | 99,93% |
08/11/2024 | 2,64% | 0,40 CHF | 0,41 CHF | 177 000 | 177 000 | 168 894 | 168 894 | 63 293 CHF | 64 982 CHF | 100,00% | 100,00% |
07/11/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 165 000 | 165 000 | 162 853 | 162 853 | 54 703 CHF | 56 332 CHF | 98,41% | 98,41% |