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 | 3,62% | 0,25 CHF | 0,26 CHF | 350 000 | 350 000 | 167 169 | 167 169 | 45 179 CHF | 46 854 CHF | 99,31% | 99,31% |
19/11/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 350 000 | 350 000 | 175 553 | 175 553 | 46 309 CHF | 48 067 CHF | 99,61% | 99,61% |
18/11/2024 | 3,99% | 0,29 CHF | 0,30 CHF | 390 000 | 390 000 | 188 659 | 188 659 | 49 308 CHF | 51 198 CHF | 99,01% | 99,01% |
15/11/2024 | 4,00% | 0,22 CHF | 0,23 CHF | 360 000 | 360 000 | 177 663 | 177 663 | 43 579 CHF | 45 358 CHF | 99,70% | 99,70% |
14/11/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 350 000 | 350 000 | 162 585 | 162 585 | 49 771 CHF | 51 403 CHF | 99,72% | 99,72% |
13/11/2024 | 3,36% | 0,33 CHF | 0,34 CHF | 310 000 | 310 000 | 136 162 | 136 162 | 48 096 CHF | 49 737 CHF | 99,50% | 99,50% |
12/11/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 290 000 | 290 000 | 136 145 | 136 145 | 55 104 CHF | 56 469 CHF | 99,01% | 99,01% |
11/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 280 000 | 280 000 | 134 259 | 134 259 | 58 053 CHF | 59 400 CHF | 98,92% | 98,92% |
08/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 280 000 | 280 000 | 133 227 | 133 227 | 63 501 CHF | 64 838 CHF | 99,13% | 99,13% |
07/11/2024 | 2,41% | 0,46 CHF | 0,47 CHF | 300 000 | 300 000 | 147 732 | 147 732 | 64 189 CHF | 65 676 CHF | 99,63% | 99,63% |