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 | 2,67% | 0,37 CHF | 0,38 CHF | 185 000 | 185 000 | 180 065 | 180 065 | 66 624 CHF | 68 425 CHF | 100,00% | 100,00% |
19/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 66 638 CHF | 68 437 CHF | 100,00% | 100,00% |
18/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 185 000 | 185 000 | 180 087 | 180 087 | 67 002 CHF | 68 803 CHF | 100,00% | 100,00% |
15/11/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 185 000 | 185 000 | 179 871 | 179 871 | 67 944 CHF | 69 743 CHF | 100,00% | 100,00% |
14/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 185 000 | 185 000 | 182 207 | 182 207 | 72 159 CHF | 73 981 CHF | 99,33% | 99,33% |
13/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 185 000 | 185 000 | 180 538 | 180 538 | 69 162 CHF | 70 968 CHF | 100,00% | 100,00% |
12/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 185 000 | 185 000 | 179 308 | 179 308 | 68 230 CHF | 70 023 CHF | 98,86% | 100,00% |
11/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 59 953 CHF | 61 678 CHF | 99,93% | 99,93% |
08/11/2024 | 3,07% | 0,34 CHF | 0,35 CHF | 177 000 | 177 000 | 168 896 | 168 896 | 54 191 CHF | 55 880 CHF | 100,00% | 100,00% |
07/11/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 165 000 | 165 000 | 162 854 | 162 854 | 45 779 CHF | 47 407 CHF | 98,41% | 98,41% |