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 | 2,74% | 0,34 CHF | 0,35 CHF | 360 000 | 360 000 | 177 231 | 177 231 | 64 123 CHF | 65 899 CHF | 99,47% | 99,47% |
19/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 360 000 | 360 000 | 177 732 | 177 732 | 63 010 CHF | 64 790 CHF | 99,66% | 99,66% |
18/11/2024 | 2,95% | 0,38 CHF | 0,39 CHF | 370 000 | 370 000 | 184 624 | 184 624 | 64 691 CHF | 66 540 CHF | 99,08% | 99,08% |
15/11/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 360 000 | 360 000 | 177 676 | 177 676 | 59 593 CHF | 61 373 CHF | 99,72% | 99,72% |
14/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 360 000 | 360 000 | 171 964 | 171 964 | 67 599 CHF | 69 325 CHF | 99,62% | 99,62% |
13/11/2024 | 2,74% | 0,42 CHF | 0,43 CHF | 340 000 | 340 000 | 148 886 | 148 886 | 64 817 CHF | 66 616 CHF | 99,71% | 99,71% |
12/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 330 000 | 330 000 | 159 967 | 159 967 | 76 903 CHF | 78 508 CHF | 99,31% | 99,31% |
11/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 330 000 | 330 000 | 159 148 | 159 148 | 80 356 CHF | 81 954 CHF | 99,26% | 99,26% |
08/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 320 000 | 320 000 | 156 230 | 156 230 | 84 613 CHF | 86 180 CHF | 98,52% | 98,52% |
07/11/2024 | 2,07% | 0,52 CHF | 0,53 CHF | 330 000 | 330 000 | 161 731 | 161 731 | 81 293 CHF | 82 920 CHF | 99,33% | 99,33% |