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 | 2,38% | 0,41 CHF | 0,42 CHF | 250 000 | 250 000 | 94 330 | 94 330 | 39 731 CHF | 40 676 CHF | 99,78% | 99,78% |
19/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 260 000 | 260 000 | 95 621 | 95 621 | 38 429 CHF | 39 387 CHF | 99,57% | 99,57% |
18/11/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 270 000 | 270 000 | 98 957 | 98 957 | 39 308 CHF | 40 299 CHF | 99,43% | 99,43% |
15/11/2024 | 2,26% | 0,40 CHF | 0,41 CHF | 240 000 | 240 000 | 91 001 | 91 001 | 39 602 CHF | 40 515 CHF | 99,17% | 99,17% |
14/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 230 000 | 230 000 | 84 610 | 84 610 | 46 299 CHF | 47 149 CHF | 99,72% | 99,72% |
13/11/2024 | 1,64% | 0,54 CHF | 0,55 CHF | 210 000 | 210 000 | 81 548 | 81 548 | 49 155 CHF | 49 974 CHF | 99,34% | 99,34% |
12/11/2024 | 1,43% | 0,61 CHF | 0,62 CHF | 190 000 | 190 000 | 67 698 | 67 698 | 45 470 CHF | 46 149 CHF | 98,03% | 98,03% |
11/11/2024 | 1,15% | 0,80 CHF | 0,81 CHF | 180 000 | 180 000 | 67 400 | 67 400 | 57 633 CHF | 58 310 CHF | 98,90% | 98,90% |
08/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 170 000 | 170 000 | 64 688 | 64 688 | 62 034 CHF | 62 684 CHF | 99,37% | 99,37% |
07/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 170 000 | 170 000 | 66 388 | 66 388 | 65 657 CHF | 66 325 CHF | 98,85% | 98,85% |