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 | 1,91% | 0,49 CHF | 0,50 CHF | 280 000 | 280 000 | 158 152 | 158 152 | 82 492 CHF | 84 077 CHF | 99,90% | 99,90% |
19/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 280 000 | 280 000 | 157 688 | 157 688 | 77 971 CHF | 79 551 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 280 000 | 280 000 | 156 674 | 156 674 | 81 084 CHF | 82 654 CHF | 98,49% | 98,49% |
15/11/2024 | 1,76% | 0,52 CHF | 0,53 CHF | 280 000 | 280 000 | 152 040 | 152 040 | 85 764 CHF | 87 287 CHF | 97,50% | 97,50% |
14/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 270 000 | 270 000 | 152 464 | 152 464 | 90 754 CHF | 92 285 CHF | 92,00% | 92,00% |
13/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 280 000 | 280 000 | 151 157 | 151 157 | 83 964 CHF | 85 482 CHF | 100,00% | 100,00% |
12/11/2024 | 1,94% | 0,55 CHF | 0,56 CHF | 280 000 | 280 000 | 156 427 | 156 427 | 82 784 CHF | 84 355 CHF | 99,95% | 99,95% |
11/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 280 000 | 280 000 | 151 151 | 151 151 | 84 831 CHF | 86 349 CHF | 100,00% | 100,00% |
08/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 280 000 | 280 000 | 146 830 | 146 830 | 85 410 CHF | 86 884 CHF | 95,32% | 95,32% |
07/11/2024 | 1,84% | 0,59 CHF | 0,60 CHF | 280 000 | 280 000 | 157 971 | 157 971 | 88 244 CHF | 89 830 CHF | 82,26% | 82,26% |