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 | 2,49% | 0,41 CHF | 0,42 CHF | 41 000 | 41 000 | 265 541 | 265 541 | 105 119 CHF | 107 774 CHF | 98,90% | 98,90% |
19/11/2024 | 2,90% | 0,38 CHF | 0,39 CHF | 42 000 | 42 000 | 274 957 | 274 957 | 93 364 CHF | 96 114 CHF | 98,73% | 98,73% |
18/11/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 43 000 | 43 000 | 272 800 | 272 800 | 92 461 CHF | 95 189 CHF | 98,94% | 98,94% |
15/11/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 42 000 | 42 000 | 267 038 | 267 038 | 101 114 CHF | 103 784 CHF | 98,94% | 98,94% |
14/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 40 000 | 40 000 | 258 126 | 258 126 | 116 904 CHF | 119 486 CHF | 98,85% | 98,85% |
13/11/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 40 000 | 40 000 | 258 109 | 258 109 | 114 038 CHF | 116 619 CHF | 98,87% | 98,87% |
12/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 40 000 | 40 000 | 258 281 | 258 281 | 115 024 CHF | 117 606 CHF | 98,75% | 98,75% |
11/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 39 000 | 39 000 | 253 106 | 253 106 | 121 109 CHF | 123 640 CHF | 98,90% | 98,90% |
08/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 40 000 | 40 000 | 260 617 | 260 617 | 111 976 CHF | 114 582 CHF | 97,78% | 97,78% |
07/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 41 000 | 41 000 | 261 879 | 261 879 | 107 697 CHF | 110 316 CHF | 98,90% | 98,90% |