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 | 2,44% | 0,39 CHF | 0,40 CHF | 160 000 | 160 000 | 159 223 | 159 223 | 65 111 CHF | 66 711 CHF | 99,77% | 99,77% |
19/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 160 000 | 160 000 | 158 230 | 158 230 | 62 667 CHF | 64 267 CHF | 99,80% | 99,80% |
18/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 160 000 | 160 000 | 159 187 | 159 187 | 65 462 CHF | 67 062 CHF | 100,00% | 100,00% |
15/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 160 000 | 160 000 | 159 190 | 159 190 | 69 434 CHF | 71 034 CHF | 99,75% | 99,75% |
14/11/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 160 000 | 160 000 | 158 715 | 158 715 | 67 253 CHF | 68 853 CHF | 99,70% | 99,70% |
13/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 160 000 | 160 000 | 159 629 | 159 629 | 63 541 CHF | 65 141 CHF | 99,68% | 99,68% |
12/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 160 000 | 160 000 | 158 763 | 158 763 | 69 809 CHF | 71 409 CHF | 99,55% | 99,55% |
11/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 160 000 | 160 000 | 159 244 | 159 244 | 69 704 CHF | 71 304 CHF | 99,85% | 99,85% |
08/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 160 000 | 160 000 | 158 846 | 158 846 | 64 969 CHF | 66 569 CHF | 98,57% | 98,57% |
07/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 160 000 | 160 000 | 159 052 | 159 052 | 67 023 CHF | 68 623 CHF | 99,97% | 99,97% |