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 | 3,37% | 0,30 CHF | 0,31 CHF | 41 000 | 41 000 | 265 541 | 265 541 | 77 315 CHF | 79 971 CHF | 98,90% | 98,90% |
19/11/2024 | 4,19% | 0,27 CHF | 0,28 CHF | 42 000 | 42 000 | 274 955 | 274 955 | 64 191 CHF | 66 941 CHF | 98,74% | 98,74% |
18/11/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 43 000 | 43 000 | 272 800 | 272 800 | 63 400 CHF | 66 134 CHF | 98,94% | 98,94% |
15/11/2024 | 3,64% | 0,25 CHF | 0,26 CHF | 42 000 | 42 000 | 267 040 | 267 040 | 72 404 CHF | 75 075 CHF | 98,94% | 98,94% |
14/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 40 000 | 40 000 | 258 126 | 258 126 | 89 407 CHF | 91 988 CHF | 98,85% | 98,85% |
13/11/2024 | 2,94% | 0,36 CHF | 0,37 CHF | 40 000 | 40 000 | 258 109 | 258 109 | 86 444 CHF | 89 025 CHF | 98,87% | 98,87% |
12/11/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 40 000 | 40 000 | 258 280 | 258 280 | 87 633 CHF | 90 216 CHF | 98,76% | 98,76% |
11/11/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 39 000 | 39 000 | 253 106 | 253 106 | 94 450 CHF | 96 981 CHF | 98,90% | 98,90% |
08/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 40 000 | 40 000 | 260 614 | 260 614 | 84 114 CHF | 86 720 CHF | 97,79% | 97,79% |
07/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 41 000 | 41 000 | 261 881 | 261 881 | 79 804 CHF | 82 423 CHF | 98,90% | 98,90% |