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 | 1,89% | 0,56 CHF | 0,57 CHF | 270 000 | 270 000 | 120 381 | 120 381 | 65 099 CHF | 66 309 CHF | 99,57% | 99,57% |
19/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 270 000 | 270 000 | 120 160 | 120 160 | 65 042 CHF | 66 248 CHF | 99,34% | 99,34% |
18/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 270 000 | 270 000 | 115 897 | 115 897 | 68 321 CHF | 69 485 CHF | 98,01% | 98,01% |
15/11/2024 | 2,12% | 0,57 CHF | 0,58 CHF | 270 000 | 270 000 | 89 387 | 89 387 | 46 754 CHF | 47 653 CHF | 97,69% | 97,69% |
14/11/2024 | 4,82% | 0,51 CHF | 0,52 CHF | 290 000 | 290 000 | 117 582 | 117 582 | 56 996 CHF | 58 460 CHF | 58,60% | 88,73% |
13/11/2024 | 3,26% | 0,32 CHF | 0,33 CHF | 330 000 | 330 000 | 149 148 | 149 148 | 46 193 CHF | 47 690 CHF | 99,60% | 99,60% |
12/11/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 330 000 | 330 000 | 148 227 | 148 227 | 44 133 CHF | 45 621 CHF | 100,00% | 100,00% |
11/11/2024 | 3,63% | 0,29 CHF | 0,30 CHF | 340 000 | 340 000 | 153 098 | 153 098 | 43 428 CHF | 44 965 CHF | 99,90% | 99,90% |
08/11/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 155 735 | 155 735 | 40 915 CHF | 42 478 CHF | 99,81% | 99,81% |
07/11/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 155 690 | 155 690 | 42 372 CHF | 43 935 CHF | 99,84% | 99,84% |