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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 270 000 | 270 000 | 148 220 | 148 220 | 68 758 CHF | 70 243 CHF | 100,00% | 100,00% |
20/11/2024 | 2,02% | 0,46 CHF | 0,47 CHF | 270 000 | 270 000 | 148 444 | 148 444 | 73 162 CHF | 74 650 CHF | 99,90% | 99,90% |
19/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 270 000 | 270 000 | 147 897 | 147 897 | 68 966 CHF | 70 448 CHF | 100,00% | 100,00% |
18/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 270 000 | 270 000 | 148 317 | 148 317 | 72 701 CHF | 74 187 CHF | 99,55% | 99,55% |
15/11/2024 | 1,84% | 0,49 CHF | 0,50 CHF | 270 000 | 270 000 | 147 905 | 147 905 | 80 051 CHF | 81 533 CHF | 99,72% | 99,72% |
14/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 260 000 | 260 000 | 143 453 | 143 453 | 82 531 CHF | 83 968 CHF | 100,00% | 100,00% |
13/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 270 000 | 270 000 | 148 230 | 148 230 | 79 428 CHF | 80 914 CHF | 100,00% | 100,00% |
12/11/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 270 000 | 270 000 | 148 234 | 148 234 | 75 711 CHF | 77 196 CHF | 100,00% | 100,00% |
11/11/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 270 000 | 270 000 | 148 259 | 148 259 | 80 633 CHF | 82 118 CHF | 100,00% | 100,00% |
08/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 270 000 | 270 000 | 148 584 | 148 584 | 84 018 CHF | 85 506 CHF | 99,18% | 99,18% |