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 | 4,32% | 0,28 CHF | 0,30 CHF | 360 000 | 360 000 | 129 565 | 129 565 | 32 737 CHF | 34 034 CHF | 99,63% | 99,63% |
19/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 360 000 | 360 000 | 129 422 | 129 422 | 28 737 CHF | 30 033 CHF | 99,91% | 99,91% |
18/11/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 360 000 | 360 000 | 129 140 | 129 140 | 31 637 CHF | 32 930 CHF | 99,52% | 99,52% |
15/11/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 350 000 | 350 000 | 122 729 | 122 729 | 32 529 CHF | 33 757 CHF | 99,77% | 99,77% |
14/11/2024 | 3,71% | 0,31 CHF | 0,32 CHF | 350 000 | 350 000 | 119 199 | 119 199 | 33 856 CHF | 35 051 CHF | 99,30% | 99,30% |
13/11/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 125 244 | 125 244 | 33 699 CHF | 34 957 CHF | 99,85% | 99,85% |
12/11/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 340 000 | 340 000 | 119 450 | 119 450 | 34 061 CHF | 35 260 CHF | 99,35% | 99,35% |
11/11/2024 | 3,35% | 0,34 CHF | 0,35 CHF | 340 000 | 340 000 | 120 298 | 120 298 | 37 873 CHF | 39 081 CHF | 99,46% | 99,46% |
08/11/2024 | 3,48% | 0,32 CHF | 0,33 CHF | 340 000 | 340 000 | 95 397 | 95 397 | 29 020 CHF | 30 048 CHF | 92,75% | 96,01% |
07/11/2024 | 2,36% | 0,47 CHF | 0,48 CHF | 330 000 | 330 000 | 119 024 | 119 024 | 53 412 CHF | 54 608 CHF | 99,78% | 99,78% |