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 | 4,31% | 0,23 CHF | 0,24 CHF | 81 000 | 81 000 | 531 052 | 531 052 | 120 604 CHF | 125 915 CHF | 98,90% | 98,90% |
19/11/2024 | 4,91% | 0,22 CHF | 0,23 CHF | 83 000 | 83 000 | 549 882 | 549 882 | 109 152 CHF | 114 651 CHF | 98,72% | 98,72% |
18/11/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 86 000 | 86 000 | 545 602 | 545 602 | 108 192 CHF | 113 648 CHF | 98,94% | 98,94% |
15/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 84 000 | 84 000 | 534 076 | 534 076 | 116 487 CHF | 121 828 CHF | 98,94% | 98,94% |
14/11/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 80 000 | 80 000 | 516 251 | 516 251 | 132 051 CHF | 137 213 CHF | 98,85% | 98,85% |
13/11/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 80 000 | 80 000 | 516 219 | 516 219 | 129 547 CHF | 134 709 CHF | 98,87% | 98,87% |
12/11/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 80 000 | 80 000 | 516 560 | 516 560 | 129 683 CHF | 134 849 CHF | 98,74% | 98,74% |
11/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 78 000 | 78 000 | 506 197 | 506 197 | 136 037 CHF | 141 099 CHF | 98,90% | 98,90% |
08/11/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 80 000 | 80 000 | 521 239 | 521 239 | 127 030 CHF | 132 242 CHF | 97,81% | 97,81% |
07/11/2024 | 4,18% | 0,24 CHF | 0,25 CHF | 81 000 | 81 000 | 523 732 | 523 732 | 122 809 CHF | 128 046 CHF | 98,90% | 98,90% |