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 | 2,20% | 0,46 CHF | 0,47 CHF | 220 000 | 220 000 | 100 750 | 100 750 | 46 354 CHF | 47 363 CHF | 98,44% | 98,44% |
19/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 230 000 | 230 000 | 100 592 | 100 592 | 44 509 CHF | 45 521 CHF | 98,07% | 98,07% |
18/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 220 000 | 220 000 | 98 352 | 98 352 | 49 024 CHF | 50 008 CHF | 97,06% | 97,06% |
15/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 220 000 | 220 000 | 98 615 | 98 615 | 47 696 CHF | 48 684 CHF | 97,87% | 97,87% |
14/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 210 000 | 210 000 | 97 738 | 97 738 | 51 224 CHF | 52 206 CHF | 83,92% | 83,92% |
13/11/2024 | 2,03% | 0,52 CHF | 0,53 CHF | 210 000 | 210 000 | 97 841 | 97 841 | 49 651 CHF | 50 634 CHF | 91,96% | 91,96% |
12/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 220 000 | 220 000 | 96 750 | 96 750 | 48 875 CHF | 49 848 CHF | 90,47% | 90,47% |
11/11/2024 | 2,27% | 0,50 CHF | 0,51 CHF | 220 000 | 220 000 | 97 149 | 97 149 | 45 323 CHF | 46 302 CHF | 97,79% | 97,79% |
08/11/2024 | 2,62% | 0,42 CHF | 0,43 CHF | 230 000 | 230 000 | 105 047 | 105 047 | 41 632 CHF | 42 688 CHF | 95,44% | 95,44% |
07/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 230 000 | 230 000 | 104 045 | 104 045 | 41 692 CHF | 42 737 CHF | 98,94% | 98,94% |