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 | 3,54% | 0,29 CHF | 0,30 CHF | 220 000 | 220 000 | 100 681 | 100 681 | 28 807 CHF | 29 816 CHF | 98,37% | 98,37% |
19/11/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 230 000 | 230 000 | 102 518 | 102 518 | 27 671 CHF | 28 701 CHF | 98,01% | 98,01% |
18/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 220 000 | 220 000 | 100 612 | 100 612 | 32 711 CHF | 33 719 CHF | 99,40% | 99,40% |
15/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 220 000 | 220 000 | 100 014 | 100 014 | 30 960 CHF | 31 962 CHF | 98,69% | 98,69% |
14/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 220 000 | 220 000 | 99 488 | 99 488 | 34 798 CHF | 35 796 CHF | 97,36% | 97,36% |
13/11/2024 | 3,08% | 0,35 CHF | 0,36 CHF | 220 000 | 220 000 | 98 624 | 98 624 | 32 882 CHF | 33 872 CHF | 98,55% | 98,55% |
12/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 220 000 | 220 000 | 99 488 | 99 488 | 33 084 CHF | 34 085 CHF | 97,10% | 97,10% |
11/11/2024 | 3,60% | 0,33 CHF | 0,34 CHF | 230 000 | 230 000 | 103 837 | 103 837 | 30 842 CHF | 31 888 CHF | 99,16% | 99,16% |
08/11/2024 | 4,54% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 114 042 | 114 042 | 26 095 CHF | 27 241 CHF | 97,94% | 97,94% |
07/11/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 113 795 | 113 795 | 26 591 CHF | 27 734 CHF | 99,36% | 99,36% |