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 | 3,73% | 0,27 CHF | 0,28 CHF | 41 000 | 41 000 | 265 541 | 265 541 | 69 774 CHF | 72 430 CHF | 98,90% | 98,90% |
19/11/2024 | 4,76% | 0,24 CHF | 0,25 CHF | 42 000 | 42 000 | 274 955 | 274 955 | 56 505 CHF | 59 255 CHF | 98,74% | 98,74% |
18/11/2024 | 4,86% | 0,20 CHF | 0,21 CHF | 43 000 | 43 000 | 272 800 | 272 800 | 55 764 CHF | 58 499 CHF | 98,94% | 98,94% |
15/11/2024 | 4,13% | 0,23 CHF | 0,24 CHF | 42 000 | 42 000 | 267 040 | 267 040 | 64 855 CHF | 67 532 CHF | 98,94% | 98,94% |
14/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 40 000 | 40 000 | 258 126 | 258 126 | 81 945 CHF | 84 526 CHF | 98,85% | 98,85% |
13/11/2024 | 3,21% | 0,33 CHF | 0,34 CHF | 40 000 | 40 000 | 258 109 | 258 109 | 79 095 CHF | 81 676 CHF | 98,87% | 98,87% |
12/11/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 40 000 | 40 000 | 258 280 | 258 280 | 80 180 CHF | 82 762 CHF | 98,76% | 98,76% |
11/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 39 000 | 39 000 | 253 106 | 253 106 | 87 233 CHF | 89 764 CHF | 98,90% | 98,90% |
08/11/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 40 000 | 40 000 | 260 617 | 260 617 | 76 643 CHF | 79 249 CHF | 97,82% | 97,82% |
07/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 41 000 | 41 000 | 261 881 | 261 881 | 72 262 CHF | 74 881 CHF | 98,90% | 98,90% |