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 | 2,83% | 0,32 CHF | 0,33 CHF | 290 000 | 290 000 | 162 733 | 162 733 | 56 659 CHF | 58 290 CHF | 99,90% | 99,90% |
19/11/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 290 000 | 290 000 | 162 008 | 162 008 | 52 251 CHF | 53 874 CHF | 100,00% | 100,00% |
18/11/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 300 000 | 300 000 | 163 312 | 163 312 | 56 214 CHF | 57 850 CHF | 98,49% | 98,49% |
15/11/2024 | 2,52% | 0,35 CHF | 0,36 CHF | 280 000 | 280 000 | 155 027 | 155 027 | 60 617 CHF | 62 169 CHF | 95,73% | 95,73% |
14/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 270 000 | 270 000 | 150 682 | 150 682 | 63 667 CHF | 65 180 CHF | 99,92% | 99,92% |
13/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 290 000 | 290 000 | 160 952 | 160 952 | 61 938 CHF | 63 554 CHF | 100,00% | 100,00% |
12/11/2024 | 2,84% | 0,38 CHF | 0,39 CHF | 290 000 | 290 000 | 160 942 | 160 942 | 58 103 CHF | 59 720 CHF | 100,00% | 100,00% |
11/11/2024 | 2,59% | 0,36 CHF | 0,37 CHF | 290 000 | 290 000 | 160 945 | 160 945 | 63 145 CHF | 64 761 CHF | 100,00% | 100,00% |
08/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 290 000 | 290 000 | 159 919 | 159 919 | 65 986 CHF | 67 592 CHF | 98,02% | 98,02% |
07/11/2024 | 2,61% | 0,42 CHF | 0,43 CHF | 290 000 | 290 000 | 159 782 | 159 782 | 62 410 CHF | 64 013 CHF | 98,27% | 98,27% |