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 | 3,11% | 0,33 CHF | 0,34 CHF | 41 000 | 41 000 | 265 541 | 265 541 | 84 016 CHF | 86 671 CHF | 98,90% | 98,90% |
19/11/2024 | 3,77% | 0,30 CHF | 0,31 CHF | 42 000 | 42 000 | 274 959 | 274 959 | 71 533 CHF | 74 283 CHF | 98,74% | 98,74% |
18/11/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 43 000 | 43 000 | 272 799 | 272 799 | 70 728 CHF | 73 456 CHF | 98,94% | 98,94% |
15/11/2024 | 3,30% | 0,28 CHF | 0,29 CHF | 42 000 | 42 000 | 267 039 | 267 039 | 79 813 CHF | 82 483 CHF | 98,94% | 98,94% |
14/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 40 000 | 40 000 | 258 126 | 258 126 | 96 383 CHF | 98 964 CHF | 98,85% | 98,85% |
13/11/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 40 000 | 40 000 | 258 109 | 258 109 | 93 465 CHF | 96 047 CHF | 98,87% | 98,87% |
12/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 40 000 | 40 000 | 258 278 | 258 278 | 94 650 CHF | 97 233 CHF | 98,75% | 98,75% |
11/11/2024 | 2,48% | 0,42 CHF | 0,43 CHF | 39 000 | 39 000 | 253 105 | 253 105 | 100 897 CHF | 103 428 CHF | 98,90% | 98,90% |
08/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 40 000 | 40 000 | 260 617 | 260 617 | 91 170 CHF | 93 776 CHF | 97,82% | 97,82% |
07/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 41 000 | 41 000 | 261 875 | 261 875 | 86 727 CHF | 89 346 CHF | 98,90% | 98,90% |