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 | 2,53% | 0,45 CHF | 0,46 CHF | 330 000 | 330 000 | 115 317 | 115 317 | 48 546 CHF | 49 700 CHF | 99,61% | 99,61% |
19/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 340 000 | 340 000 | 117 233 | 117 233 | 45 241 CHF | 46 415 CHF | 99,89% | 99,89% |
18/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 330 000 | 330 000 | 114 462 | 114 462 | 46 980 CHF | 48 126 CHF | 99,43% | 99,43% |
15/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 330 000 | 330 000 | 114 806 | 114 806 | 49 633 CHF | 50 783 CHF | 99,87% | 99,87% |
14/11/2024 | 2,31% | 0,48 CHF | 0,49 CHF | 320 000 | 320 000 | 108 543 | 108 543 | 49 152 CHF | 50 240 CHF | 98,62% | 98,62% |
13/11/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 330 000 | 330 000 | 113 127 | 113 127 | 49 174 CHF | 50 310 CHF | 99,83% | 99,83% |
12/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 320 000 | 320 000 | 110 119 | 110 119 | 49 646 CHF | 50 753 CHF | 99,16% | 99,16% |
11/11/2024 | 2,18% | 0,50 CHF | 0,51 CHF | 320 000 | 320 000 | 110 371 | 110 371 | 53 244 CHF | 54 352 CHF | 99,15% | 99,15% |
08/11/2024 | 2,93% | 0,48 CHF | 0,49 CHF | 330 000 | 330 000 | 92 113 | 92 113 | 42 884 CHF | 43 955 CHF | 90,73% | 93,74% |
07/11/2024 | 1,73% | 0,63 CHF | 0,64 CHF | 310 000 | 310 000 | 107 878 | 107 878 | 65 818 CHF | 66 901 CHF | 98,65% | 98,65% |