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 | 1,62% | 0,65 CHF | 0,66 CHF | 270 000 | 270 000 | 119 965 | 119 965 | 75 445 CHF | 76 650 CHF | 99,21% | 99,21% |
19/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 270 000 | 270 000 | 119 875 | 119 875 | 75 395 CHF | 76 599 CHF | 98,86% | 98,86% |
18/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 270 000 | 270 000 | 116 243 | 116 243 | 78 795 CHF | 79 962 CHF | 98,87% | 98,87% |
15/11/2024 | 1,80% | 0,66 CHF | 0,67 CHF | 270 000 | 270 000 | 89 995 | 89 995 | 55 027 CHF | 55 933 CHF | 97,99% | 97,99% |
14/11/2024 | 3,98% | 0,60 CHF | 0,61 CHF | 280 000 | 280 000 | 114 845 | 114 845 | 65 565 CHF | 67 008 CHF | 58,84% | 87,69% |
13/11/2024 | 2,60% | 0,40 CHF | 0,41 CHF | 310 000 | 310 000 | 139 662 | 139 662 | 54 601 CHF | 56 003 CHF | 99,60% | 99,60% |
12/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 320 000 | 320 000 | 139 715 | 139 715 | 52 778 CHF | 54 182 CHF | 100,00% | 100,00% |
11/11/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 320 000 | 320 000 | 141 571 | 141 571 | 51 482 CHF | 52 904 CHF | 99,90% | 99,90% |
08/11/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 330 000 | 330 000 | 148 988 | 148 988 | 50 633 CHF | 52 128 CHF | 99,57% | 99,57% |
07/11/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 330 000 | 330 000 | 149 025 | 149 025 | 52 157 CHF | 53 654 CHF | 99,86% | 99,86% |