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 | 2,73% | 0,38 CHF | 0,39 CHF | 220 000 | 220 000 | 100 301 | 100 301 | 37 329 CHF | 38 334 CHF | 98,37% | 98,37% |
19/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 230 000 | 230 000 | 101 113 | 101 113 | 35 934 CHF | 36 950 CHF | 98,13% | 98,13% |
18/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 220 000 | 220 000 | 100 145 | 100 145 | 41 203 CHF | 42 207 CHF | 99,07% | 99,07% |
15/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 220 000 | 220 000 | 99 366 | 99 366 | 39 333 CHF | 40 329 CHF | 98,58% | 98,58% |
14/11/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 210 000 | 210 000 | 97 626 | 97 626 | 42 653 CHF | 43 632 CHF | 97,45% | 97,45% |
13/11/2024 | 2,46% | 0,44 CHF | 0,45 CHF | 210 000 | 210 000 | 97 007 | 97 007 | 40 643 CHF | 41 618 CHF | 98,94% | 98,94% |
12/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 220 000 | 220 000 | 99 522 | 99 522 | 41 591 CHF | 42 591 CHF | 96,64% | 96,64% |
11/11/2024 | 2,79% | 0,42 CHF | 0,43 CHF | 220 000 | 220 000 | 99 272 | 99 272 | 37 857 CHF | 38 857 CHF | 99,05% | 99,05% |
08/11/2024 | 3,34% | 0,33 CHF | 0,34 CHF | 230 000 | 230 000 | 105 881 | 105 881 | 32 932 CHF | 33 996 CHF | 96,60% | 96,60% |
07/11/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 240 000 | 240 000 | 106 150 | 106 150 | 33 499 CHF | 34 565 CHF | 98,93% | 98,93% |